-22.3%
PINS vs RIG
-40.3%
+18.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -4.5% |
| 7D | -2.1% | -24.5% | +22.4% | +0.7% |
| 30D | -6.6% | -2.8% | -3.9% | -6.7% |
| 3M | -18.7% | +1.6% | -20.3% | -19.3% |
| 6M | -10.4% | -15.9% | +5.5% | -9.6% |
| YTD | -26.8% | +26.9% | -53.6% | -30.4% |
| 1Y | -27.9% | +34.4% | -62.2% | -32.0% |
| 3Y | -38.7% | -21.2% | -17.5% | -40.6% |
| 5Y | -59.0% | +46.4% | -105.3% | -64.2% |
| All | -22.3% | -40.3% | +18.0% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling