-21.9%
PINS vs ROK
+135.2%
-157.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.3% |
| 7D | -6.2% | -11.5% | +5.4% | -0.6% |
| 30D | -10.9% | -10.0% | -0.9% | -6.6% |
| 3M | -19.5% | -11.4% | -8.1% | -15.1% |
| 6M | -10.4% | -13.7% | +3.3% | -5.8% |
| YTD | -26.4% | +1.0% | -27.4% | -30.1% |
| 1Y | -29.6% | +5.6% | -35.3% | -35.0% |
| 3Y | -39.0% | +59.1% | -98.1% | -57.7% |
| 5Y | -59.1% | +26.1% | -85.3% | -68.7% |
| All | -21.9% | +135.2% | -157.1% | -58.4% |
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