-22.3%
PINS vs RMBS
+537.6%
-559.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.0% | -11.2% | -6.2% |
| 7D | -2.1% | -12.0% | +9.9% | +1.1% |
| 30D | -6.6% | -33.1% | +26.5% | +4.1% |
| 3M | -18.7% | -23.7% | +5.0% | -14.1% |
| 6M | -10.4% | -42.7% | +32.3% | -0.8% |
| YTD | -26.8% | -18.9% | -7.9% | -34.2% |
| 1Y | -27.9% | -30.0% | +2.2% | -31.7% |
| 3Y | -38.7% | +28.8% | -67.5% | -63.4% |
| 5Y | -59.0% | +210.5% | -269.5% | -87.6% |
| All | -22.3% | +537.6% | -559.8% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling