-63.0%
PINS vs RNG
-70.8%
+7.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.3% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -14.9% | +11.4% | -26.3% | -18.6% |
| 3M | -8.4% | +72.1% | -80.5% | -26.6% |
| 6M | +0.6% | +67.9% | -67.3% | -19.8% |
| YTD | -22.2% | +144.3% | -166.6% | -48.1% |
| 1Y | -46.9% | +117.5% | -164.5% | -63.1% |
| 3Y | -26.9% | +123.9% | -150.8% | -54.0% |
| 5Y | -63.0% | -70.1% | +7.1% | -46.2% |
| All | -63.0% | -70.8% | +7.8% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling