-22.3%
PINS vs ROL
+45.8%
-68.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.3% |
| 7D | -2.1% | +9.5% | -11.6% | -5.6% |
| 30D | -6.6% | +22.9% | -29.6% | -14.5% |
| 3M | -18.7% | +3.5% | -22.3% | -20.1% |
| 6M | -10.4% | -29.4% | +19.0% | +2.9% |
| YTD | -26.8% | -36.1% | +9.3% | -12.8% |
| 1Y | -27.9% | -34.4% | +6.5% | -15.2% |
| 3Y | -38.7% | +4.0% | -42.7% | -44.9% |
| 5Y | -59.0% | +13.2% | -72.2% | -66.1% |
| All | -22.3% | +45.8% | -68.1% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling