-35.5%
PINS vs RNG
+179.4%
-214.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.5% | +4.3% |
| 7D | +1.4% | -9.6% | +11.0% | +3.7% |
| 30D | +5.8% | -1.4% | +7.2% | +5.9% |
| 3M | -17.0% | +28.8% | -45.8% | -22.0% |
| 6M | +1.8% | +65.6% | -63.8% | -10.4% |
| YTD | -18.0% | +171.4% | -189.4% | -34.8% |
| 1Y | -35.5% | +185.3% | -220.8% | -51.7% |
| All | -35.5% | +179.4% | -214.9% | -51.7% |
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