-16.4%
PINS vs ROK
+162.0%
-178.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.8% |
| 7D | -12.0% | +0.7% | -12.7% | -12.3% |
| 30D | -12.7% | -3.3% | -9.4% | -11.3% |
| 3M | -5.5% | -5.9% | +0.3% | -4.1% |
| 6M | +5.3% | +13.9% | -8.6% | -4.4% |
| YTD | -21.2% | +12.6% | -33.8% | -28.6% |
| 1Y | -45.0% | +28.6% | -73.6% | -54.0% |
| 3Y | -26.2% | +45.1% | -71.3% | -44.9% |
| 5Y | -64.0% | +45.6% | -109.5% | -74.3% |
| All | -16.4% | +162.0% | -178.4% | -57.6% |
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