-25.1%
PINS vs RNG
-32.4%
+7.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.5% | -8.9% |
| 7D | -13.9% | -4.1% | -9.8% | -12.6% |
| 30D | -25.0% | +8.6% | -33.6% | -27.7% |
| 3M | -16.6% | +78.0% | -94.6% | -35.2% |
| 6M | -7.0% | +67.0% | -74.0% | -27.2% |
| YTD | -29.4% | +142.4% | -171.8% | -54.3% |
| 1Y | -49.9% | +120.4% | -170.4% | -66.5% |
| 3Y | -33.6% | +122.1% | -155.8% | -59.7% |
| 5Y | -66.8% | -69.8% | +3.0% | -53.7% |
| All | -25.1% | -32.4% | +7.3% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling