-22.3%
PINS vs RL
+248.7%
-271.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -6.9% | +1.3% | -8.2% | -7.3% |
| 30D | -11.4% | +7.6% | -19.1% | -13.7% |
| 3M | -22.2% | -1.5% | -20.7% | -21.9% |
| 6M | -10.9% | +12.1% | -23.0% | -15.2% |
| YTD | -26.8% | +13.9% | -40.7% | -31.2% |
| 1Y | -29.8% | +20.7% | -50.5% | -35.6% |
| 3Y | -39.0% | +260.6% | -299.6% | -63.0% |
| 5Y | -58.7% | +248.9% | -307.5% | -75.4% |
| All | -22.3% | +248.7% | -271.1% | -51.7% |
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