-45.0%
PINS vs ROL
-35.4%
-9.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -12.0% | -1.4% | -10.6% | -12.0% |
| 30D | -12.7% | -4.1% | -8.6% | -12.5% |
| 3M | -5.5% | -22.5% | +17.0% | -5.1% |
| 6M | +5.3% | -37.7% | +42.9% | +5.0% |
| YTD | -21.2% | -39.6% | +18.4% | -20.7% |
| 1Y | -45.0% | -36.0% | -9.0% | -44.6% |
| All | -45.0% | -35.4% | -9.6% | -44.6% |
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