-16.4%
PINS vs RIO
+202.4%
-218.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -12.0% | 0.0% | -12.0% | -12.0% |
| 30D | -12.7% | +4.0% | -16.6% | -14.0% |
| 3M | -5.5% | +0.1% | -5.6% | -6.0% |
| 6M | +5.3% | +12.7% | -7.5% | -1.0% |
| YTD | -21.2% | +35.6% | -56.8% | -32.0% |
| 1Y | -45.0% | +73.7% | -118.7% | -57.4% |
| 3Y | -26.2% | +93.3% | -119.5% | -46.3% |
| 5Y | -64.0% | +92.4% | -156.4% | -74.9% |
| All | -16.4% | +202.4% | -218.8% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling