-17.5%
PINS vs RIO
+204.0%
-221.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -5.2% | +1.9% | -7.2% | -5.9% |
| 30D | -14.9% | +5.0% | -19.9% | -16.5% |
| 3M | -8.4% | +5.1% | -13.5% | -10.5% |
| 6M | +0.6% | +17.6% | -17.0% | -6.8% |
| YTD | -22.2% | +36.3% | -58.5% | -33.0% |
| 1Y | -46.9% | +71.2% | -118.1% | -58.6% |
| 3Y | -26.9% | +102.7% | -129.6% | -47.8% |
| 5Y | -63.0% | +99.6% | -162.6% | -74.7% |
| All | -17.5% | +204.0% | -221.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling