-22.3%
PINS vs ROK
+127.0%
-149.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.5% |
| 7D | -2.1% | -13.8% | +11.8% | +5.2% |
| 30D | -6.6% | -14.9% | +8.3% | +0.7% |
| 3M | -18.7% | -14.7% | -4.1% | -12.7% |
| 6M | -10.4% | -17.7% | +7.3% | -3.5% |
| YTD | -26.8% | -2.5% | -24.3% | -29.2% |
| 1Y | -27.9% | +2.3% | -30.1% | -32.2% |
| 3Y | -38.7% | +52.7% | -91.4% | -56.5% |
| 5Y | -59.0% | +20.5% | -79.5% | -67.9% |
| All | -22.3% | +127.0% | -149.3% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling