-18.9%
PINS vs RL
+233.2%
-252.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.3% | +0.6% | -4.2% |
| 7D | -0.7% | -4.7% | +4.0% | +1.1% |
| 30D | -1.2% | +3.6% | -4.8% | -2.4% |
| 3M | -15.3% | +0.5% | -15.8% | -15.5% |
| 6M | -11.2% | +6.6% | -17.8% | -14.1% |
| YTD | -23.6% | +8.8% | -32.4% | -27.0% |
| 1Y | -23.1% | +21.8% | -44.9% | -29.7% |
| 3Y | -36.0% | +245.8% | -281.9% | -60.6% |
| 5Y | -57.2% | +230.0% | -287.2% | -74.1% |
| All | -18.9% | +233.2% | -252.1% | -48.7% |
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 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