-35.5%
PINS vs ROL
-34.1%
-1.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.5% | +3.8% |
| 7D | +1.4% | +14.6% | -13.1% | -0.5% |
| 30D | +5.8% | +29.3% | -23.5% | +2.3% |
| 3M | -17.0% | +2.0% | -19.0% | -17.3% |
| 6M | +1.8% | -28.5% | +30.3% | +2.9% |
| YTD | -18.0% | -35.3% | +17.3% | -15.4% |
| 1Y | -35.5% | -34.7% | -0.8% | -34.0% |
| All | -35.5% | -34.1% | -1.4% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling