-45.0%
PINS vs RNG
+144.7%
-189.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.3% |
| 7D | -12.0% | +5.8% | -17.8% | -13.2% |
| 30D | -12.7% | +19.6% | -32.3% | -16.5% |
| 3M | -5.5% | +67.0% | -72.5% | -17.2% |
| 6M | +5.3% | +88.4% | -83.1% | -11.0% |
| YTD | -21.2% | +155.5% | -176.7% | -38.1% |
| 1Y | -45.0% | +141.7% | -186.7% | -56.9% |
| All | -45.0% | +144.7% | -189.8% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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