-21.6%
PINS vs ROK
+144.1%
-165.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -3.4% | +6.1% | -9.5% | -6.2% |
| 30D | -14.5% | -6.5% | -8.0% | -12.1% |
| 3M | -16.5% | -10.2% | -6.3% | -12.5% |
| 6M | -7.0% | -10.6% | +3.6% | -3.9% |
| YTD | -26.1% | +4.9% | -31.0% | -31.2% |
| 1Y | -30.0% | +3.8% | -33.8% | -34.5% |
| 3Y | -38.5% | +63.5% | -102.0% | -57.8% |
| 5Y | -58.4% | +30.9% | -89.3% | -68.8% |
| All | -21.6% | +144.1% | -165.8% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling