-16.4%
PINS vs ROP
+21.6%
-38.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | +0.4% |
| 7D | -12.0% | -4.4% | -7.6% | -9.1% |
| 30D | -12.7% | +3.2% | -15.9% | -14.7% |
| 3M | -5.5% | +23.1% | -28.6% | -20.0% |
| 6M | +5.3% | +13.3% | -8.0% | -5.2% |
| YTD | -21.2% | -7.9% | -13.4% | -17.2% |
| 1Y | -45.0% | -22.1% | -23.0% | -34.8% |
| 3Y | -26.2% | -16.8% | -9.4% | -17.5% |
| 5Y | -64.0% | -13.5% | -50.4% | -61.6% |
| All | -16.4% | +21.6% | -38.0% | -38.0% |
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