-38.7%
PINS vs RIG
-24.1%
-14.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -4.4% |
| 7D | -2.1% | -24.5% | +22.4% | -0.2% |
| 30D | -6.6% | -2.8% | -3.9% | -6.9% |
| 3M | -18.7% | +1.6% | -20.3% | -19.4% |
| 6M | -10.4% | -15.9% | +5.5% | -9.8% |
| YTD | -26.8% | +26.9% | -53.6% | -31.8% |
| 1Y | -27.9% | +34.4% | -62.2% | -33.5% |
| 3Y | -38.7% | -21.2% | -17.5% | -43.1% |
| All | -38.7% | -24.1% | -14.6% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling