-29.4%
PINS vs ROP
+7.0%
-36.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.1% |
| 7D | -6.2% | -1.6% | -4.5% | -5.2% |
| 30D | -10.9% | +29.5% | -40.5% | -23.3% |
| 3M | -19.5% | +17.5% | -37.1% | -26.6% |
| 6M | -10.4% | +38.1% | -48.5% | -26.8% |
| YTD | -26.4% | +7.0% | -33.4% | -30.3% |
| All | -29.4% | +7.0% | -36.4% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling