-58.4%
PINS vs RL
+243.2%
-301.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.2% |
| 7D | -3.4% | +2.4% | -5.7% | -4.5% |
| 30D | -14.5% | +4.6% | -19.1% | -16.4% |
| 3M | -16.5% | -1.1% | -15.4% | -16.2% |
| 6M | -7.0% | +16.5% | -23.5% | -14.9% |
| YTD | -26.1% | +11.4% | -37.6% | -31.8% |
| 1Y | -30.0% | +16.1% | -46.1% | -37.0% |
| 3Y | -38.5% | +252.6% | -291.1% | -72.3% |
| 5Y | -58.4% | +244.9% | -303.3% | -83.0% |
| All | -58.4% | +243.2% | -301.6% | -83.0% |
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