-57.3%
PINS vs ROL
+14.4%
-71.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | -9.4% | +0.8% | -10.1% | -9.6% |
| 30D | -10.2% | +20.6% | -30.8% | -15.3% |
| 3M | -19.0% | +4.5% | -23.5% | -20.2% |
| 6M | -7.4% | -26.5% | +19.1% | +1.5% |
| YTD | -25.7% | -34.8% | +9.1% | -15.8% |
| 1Y | -29.7% | -33.2% | +3.5% | -21.1% |
| 3Y | -38.1% | +4.5% | -42.6% | -45.2% |
| 5Y | -57.3% | +15.5% | -72.8% | -67.3% |
| All | -57.3% | +14.4% | -71.7% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling