-27.1%
PINS vs ROK
+48.5%
-75.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.6% |
| 7D | -12.0% | +0.7% | -12.7% | -12.2% |
| 30D | -12.7% | -3.3% | -9.4% | -11.8% |
| 3M | -5.5% | -5.9% | +0.3% | -4.7% |
| 6M | +5.3% | +13.9% | -8.6% | -1.7% |
| YTD | -21.2% | +12.6% | -33.8% | -26.5% |
| 1Y | -45.0% | +28.6% | -73.6% | -51.6% |
| All | -27.1% | +48.5% | -75.6% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling