-21.5%
PINS vs ROL
+50.1%
-71.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.9% |
| 7D | +1.0% | +3.0% | -2.0% | -0.2% |
| 30D | -12.0% | +19.8% | -31.8% | -18.4% |
| 3M | -17.9% | +7.9% | -25.8% | -20.7% |
| 6M | -1.0% | -25.6% | +24.6% | +11.2% |
| YTD | -26.0% | -34.1% | +8.1% | -13.0% |
| 1Y | -28.5% | -31.4% | +2.9% | -17.6% |
| 3Y | -39.2% | +4.7% | -43.9% | -45.3% |
| 5Y | -58.3% | +15.6% | -73.9% | -65.8% |
| All | -21.5% | +50.1% | -71.6% | -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