-59.3%
PINS vs RIG
+44.4%
-103.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -4.6% |
| 7D | -2.1% | -24.5% | +22.4% | +1.7% |
| 30D | -6.6% | -2.8% | -3.9% | -6.8% |
| 3M | -18.7% | +1.6% | -20.3% | -19.7% |
| 6M | -10.4% | -15.9% | +5.5% | -9.3% |
| YTD | -26.8% | +26.9% | -53.6% | -32.7% |
| 1Y | -27.9% | +34.4% | -62.2% | -34.6% |
| 3Y | -38.7% | -21.2% | -17.5% | -41.7% |
| All | -59.3% | +44.4% | -103.6% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling