-45.0%
PINS vs RL
+13.6%
-58.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.4% |
| 7D | -12.0% | -0.8% | -11.2% | -11.9% |
| 30D | -12.7% | -7.8% | -4.9% | -11.7% |
| 3M | -5.5% | -4.0% | -1.5% | -5.3% |
| 6M | +5.3% | -1.9% | +7.1% | +4.4% |
| YTD | -21.2% | -0.2% | -21.0% | -21.3% |
| 1Y | -45.0% | +10.7% | -55.7% | -44.1% |
| All | -45.0% | +13.6% | -58.6% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling