-21.9%
PINS vs ROL
+48.8%
-70.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.3% |
| 7D | -6.2% | +7.5% | -13.7% | -8.9% |
| 30D | -10.9% | +21.1% | -32.1% | -17.8% |
| 3M | -19.5% | +3.1% | -22.7% | -20.8% |
| 6M | -10.4% | -27.4% | +17.0% | +1.8% |
| YTD | -26.4% | -34.7% | +8.3% | -13.1% |
| 1Y | -29.6% | -32.9% | +3.3% | -18.1% |
| 3Y | -39.0% | +6.1% | -45.2% | -45.7% |
| 5Y | -59.1% | +16.3% | -75.5% | -66.6% |
| All | -21.9% | +48.8% | -70.7% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling