-22.3%
PINS vs ROP
+42.3%
-64.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -2.1% |
| 7D | -2.1% | +2.1% | -4.2% | -3.4% |
| 30D | -6.6% | +32.9% | -39.6% | -24.5% |
| 3M | -18.7% | +20.0% | -38.8% | -29.3% |
| 6M | -10.4% | +36.4% | -46.8% | -29.9% |
| YTD | -26.8% | +7.8% | -34.6% | -31.8% |
| 1Y | -27.9% | +8.0% | -35.8% | -32.9% |
| 3Y | -38.7% | -3.5% | -35.2% | -38.8% |
| 5Y | -59.0% | +1.5% | -60.4% | -61.2% |
| All | -22.3% | +42.3% | -64.6% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling