-25.1%
PINS vs RMBS
+649.8%
-674.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.1% | -9.5% |
| 7D | -13.9% | +3.5% | -17.3% | -14.8% |
| 30D | -25.0% | -8.6% | -16.4% | -23.3% |
| 3M | -16.6% | -40.3% | +23.7% | -4.6% |
| 6M | -7.0% | -1.0% | -6.0% | -16.5% |
| YTD | -29.4% | -4.6% | -24.8% | -38.3% |
| 1Y | -49.9% | +17.6% | -67.5% | -62.0% |
| 3Y | -33.6% | +58.6% | -92.3% | -62.8% |
| 5Y | -66.8% | +270.9% | -337.8% | -90.4% |
| All | -25.1% | +649.8% | -674.9% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling