-21.5%
PINS vs RNG
-26.6%
+5.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +1.0% | +4.6% | -3.6% | -0.8% |
| 30D | -12.0% | +0.4% | -12.4% | -12.4% |
| 3M | -17.9% | +11.4% | -29.3% | -22.1% |
| 6M | -1.0% | +95.7% | -96.7% | -27.0% |
| YTD | -26.0% | +162.9% | -188.9% | -54.0% |
| 1Y | -28.5% | +180.3% | -208.7% | -56.8% |
| 3Y | -39.2% | +188.3% | -227.5% | -67.1% |
| 5Y | -58.3% | -72.5% | +14.2% | -38.3% |
| All | -21.5% | -26.6% | +5.1% | -33.8% |
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