-49.9%
PINS vs RNG
+116.0%
-165.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.5% | -9.1% |
| 7D | -13.9% | -4.1% | -9.8% | -13.1% |
| 30D | -25.0% | +8.6% | -33.6% | -26.6% |
| 3M | -16.6% | +78.0% | -94.6% | -28.0% |
| 6M | -7.0% | +67.0% | -74.0% | -19.0% |
| YTD | -29.4% | +142.4% | -171.8% | -43.5% |
| 1Y | -49.9% | +120.4% | -170.4% | -59.8% |
| All | -49.9% | +116.0% | -165.9% | -59.8% |
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 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