-39.2%
PINS vs ROK
+63.3%
-102.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.0% | +7.1% | -6.1% | -1.1% |
| 30D | -12.0% | -5.0% | -7.0% | -10.8% |
| 3M | -17.9% | -9.4% | -8.5% | -15.7% |
| 6M | -1.0% | -11.0% | +10.0% | +1.0% |
| YTD | -26.0% | +4.4% | -30.5% | -29.6% |
| 1Y | -28.5% | +7.4% | -35.9% | -32.7% |
| 3Y | -39.2% | +61.0% | -100.2% | -53.2% |
| All | -39.2% | +63.3% | -102.5% | -53.2% |
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