-59.1%
PINS vs RL
+240.9%
-300.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -2.2% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | -10.9% | +7.3% | -18.3% | -14.0% |
| 3M | -19.5% | +1.0% | -20.6% | -20.0% |
| 6M | -10.4% | +11.8% | -22.2% | -16.3% |
| YTD | -26.4% | +13.6% | -40.0% | -32.6% |
| 1Y | -29.6% | +24.0% | -53.7% | -38.8% |
| 3Y | -39.0% | +256.6% | -295.6% | -72.6% |
| 5Y | -59.1% | +240.2% | -299.4% | -83.3% |
| All | -59.1% | +240.9% | -300.1% | -83.3% |
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