-16.4%
PINS vs RIG
-33.4%
+17.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.7% | -1.9% |
| 7D | -12.0% | +0.9% | -12.9% | -12.1% |
| 30D | -12.7% | +13.8% | -26.5% | -13.9% |
| 3M | -5.5% | -6.4% | +0.9% | -5.1% |
| 6M | +5.3% | -8.2% | +13.4% | +5.3% |
| YTD | -21.2% | +41.6% | -62.9% | -25.6% |
| 1Y | -45.0% | +88.7% | -133.8% | -50.1% |
| 3Y | -26.2% | -30.9% | +4.6% | -27.1% |
| 5Y | -64.0% | +57.7% | -121.6% | -68.7% |
| All | -16.4% | -33.4% | +17.0% | -24.8% |
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