-21.6%
PINS vs RMBS
+626.9%
-648.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.4% | +21.9% | -25.3% | -9.2% |
| 30D | -14.5% | -13.4% | -1.1% | -11.7% |
| 3M | -16.5% | -15.9% | -0.6% | -14.1% |
| 6M | -7.0% | -34.8% | +27.8% | -0.9% |
| YTD | -26.1% | -7.5% | -18.6% | -36.2% |
| 1Y | -30.0% | -16.9% | -13.1% | -37.4% |
| 3Y | -38.5% | +35.5% | -74.0% | -62.9% |
| 5Y | -58.4% | +254.2% | -312.6% | -87.9% |
| All | -21.6% | +626.9% | -648.5% | -86.1% |
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