-21.9%
PINS vs ROP
+41.2%
-63.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.3% |
| 7D | -6.2% | -1.6% | -4.5% | -5.0% |
| 30D | -10.9% | +29.5% | -40.5% | -26.7% |
| 3M | -19.5% | +17.5% | -37.1% | -28.9% |
| 6M | -10.4% | +38.1% | -48.5% | -30.5% |
| YTD | -26.4% | +7.0% | -33.4% | -31.0% |
| 1Y | -29.6% | +6.5% | -36.2% | -33.9% |
| 3Y | -39.0% | -5.5% | -33.5% | -38.2% |
| 5Y | -59.1% | -0.4% | -58.7% | -60.8% |
| All | -21.9% | +41.2% | -63.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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