-16.4%
PINS vs RL
+205.6%
-222.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.9% |
| 7D | -12.0% | -0.8% | -11.2% | -11.8% |
| 30D | -12.7% | -7.8% | -4.9% | -10.2% |
| 3M | -5.5% | -4.0% | -1.5% | -4.8% |
| 6M | +5.3% | -1.9% | +7.1% | +4.2% |
| YTD | -21.2% | -0.2% | -21.0% | -22.5% |
| 1Y | -45.0% | +10.7% | -55.7% | -48.3% |
| 3Y | -26.2% | +210.8% | -237.0% | -52.9% |
| 5Y | -64.0% | +238.2% | -302.2% | -78.1% |
| All | -16.4% | +205.6% | -222.0% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling