-38.7%
PINS vs RNG
+154.7%
-193.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.5% |
| 7D | -2.1% | -11.3% | +9.3% | +0.8% |
| 30D | -6.6% | -5.7% | -1.0% | -5.4% |
| 3M | -18.7% | +16.8% | -35.5% | -22.1% |
| 6M | -10.4% | +58.5% | -68.9% | -21.3% |
| YTD | -26.8% | +151.3% | -178.1% | -43.6% |
| 1Y | -27.9% | +169.0% | -196.9% | -45.5% |
| 3Y | -38.7% | +156.9% | -195.6% | -53.5% |
| All | -38.7% | +154.7% | -193.3% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling