-59.3%
PINS vs RL
+226.8%
-286.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.5% |
| 7D | -2.1% | -4.2% | +2.1% | 0.0% |
| 30D | -6.6% | +4.3% | -10.9% | -8.5% |
| 3M | -18.7% | -4.6% | -14.1% | -16.9% |
| 6M | -10.4% | +1.7% | -12.1% | -12.5% |
| YTD | -26.8% | +7.3% | -34.1% | -31.1% |
| 1Y | -27.9% | +20.8% | -48.7% | -36.5% |
| 3Y | -38.7% | +247.0% | -285.6% | -72.2% |
| All | -59.3% | +226.8% | -286.1% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling