-29.1%
PINS vs ROP
-16.7%
-12.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | +0.1% |
| 7D | -12.0% | -4.4% | -7.6% | -9.4% |
| 30D | -12.7% | +3.2% | -15.9% | -14.5% |
| 3M | -5.5% | +23.1% | -28.6% | -18.7% |
| 6M | +5.3% | +13.3% | -8.0% | -4.0% |
| YTD | -21.2% | -7.9% | -13.4% | -17.2% |
| 1Y | -45.0% | -22.1% | -23.0% | -35.4% |
| All | -29.1% | -16.7% | -12.4% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling