-16.4%
PINS vs RNG
-28.7%
+12.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -0.6% |
| 7D | -12.0% | +5.8% | -17.8% | -14.1% |
| 30D | -12.7% | +19.6% | -32.3% | -19.0% |
| 3M | -5.5% | +67.0% | -72.5% | -24.8% |
| 6M | +5.3% | +88.4% | -83.1% | -21.6% |
| YTD | -21.2% | +155.5% | -176.7% | -50.1% |
| 1Y | -45.0% | +141.7% | -186.7% | -64.6% |
| 3Y | -26.2% | +131.1% | -157.3% | -56.0% |
| 5Y | -64.0% | -70.6% | +6.6% | -48.9% |
| All | -16.4% | -28.7% | +12.3% | -28.2% |
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 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