-39.0%
PINS vs ROP
-5.2%
-33.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -6.9% | +0.2% | -7.1% | -7.0% |
| 30D | -11.4% | +30.3% | -41.8% | -25.0% |
| 3M | -22.2% | +17.8% | -40.0% | -29.8% |
| 6M | -10.9% | +38.9% | -49.8% | -28.4% |
| YTD | -26.8% | +7.6% | -34.4% | -30.4% |
| 1Y | -29.8% | +6.5% | -36.3% | -32.9% |
| 3Y | -39.0% | -6.3% | -32.7% | -38.3% |
| All | -39.0% | -5.2% | -33.8% | -38.3% |
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 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