-22.3%
PINS vs RL
+228.6%
-250.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.7% |
| 7D | -2.1% | -4.2% | +2.1% | -0.5% |
| 30D | -6.6% | +4.3% | -10.9% | -8.0% |
| 3M | -18.7% | -4.6% | -14.1% | -17.4% |
| 6M | -10.4% | +1.7% | -12.1% | -11.8% |
| YTD | -26.8% | +7.3% | -34.1% | -29.7% |
| 1Y | -27.9% | +20.8% | -48.7% | -33.8% |
| 3Y | -38.7% | +247.0% | -285.6% | -62.3% |
| 5Y | -59.0% | +225.5% | -284.4% | -75.0% |
| All | -22.3% | +228.6% | -250.9% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling