-17.5%
PINS vs ROST
+145.3%
-162.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -14.9% | -10.0% | -5.0% | -10.4% |
| 3M | -8.4% | +1.2% | -9.6% | -9.5% |
| 6M | +0.6% | +8.9% | -8.3% | -5.0% |
| YTD | -22.2% | +28.1% | -50.3% | -32.9% |
| 1Y | -46.9% | +53.0% | -99.9% | -58.5% |
| 3Y | -26.9% | +97.9% | -124.8% | -51.1% |
| 5Y | -63.0% | +112.0% | -175.0% | -77.0% |
| All | -17.5% | +145.3% | -162.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling