-22.3%
PINS vs RNG
-29.9%
+7.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.1% |
| 7D | -2.1% | -11.3% | +9.3% | +2.6% |
| 30D | -6.6% | -5.7% | -1.0% | -4.8% |
| 3M | -18.7% | +16.8% | -35.5% | -24.4% |
| 6M | -10.4% | +58.5% | -68.9% | -28.1% |
| YTD | -26.8% | +151.3% | -178.1% | -53.6% |
| 1Y | -27.9% | +169.0% | -196.9% | -55.7% |
| 3Y | -38.7% | +156.9% | -195.6% | -65.2% |
| 5Y | -59.0% | -69.0% | +10.0% | -43.4% |
| All | -22.3% | -29.9% | +7.6% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling