-46.9%
PINS vs RMBS
+14.4%
-61.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.3% |
| 7D | -5.2% | +3.0% | -8.2% | -5.2% |
| 30D | -14.9% | -14.4% | -0.5% | -15.0% |
| 3M | -8.4% | -42.8% | +34.4% | -8.6% |
| 6M | +0.6% | -1.4% | +2.0% | -1.5% |
| YTD | -22.2% | -5.4% | -16.8% | -24.4% |
| 1Y | -46.9% | +18.6% | -65.5% | -50.0% |
| All | -46.9% | +14.4% | -61.3% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling