-39.2%
PINS vs ROST
+94.3%
-133.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.9% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -12.0% | +0.5% | -12.5% | -12.0% |
| 3M | -17.9% | -5.2% | -12.6% | -16.4% |
| 6M | -1.0% | +9.8% | -10.9% | -4.9% |
| YTD | -26.0% | +29.4% | -55.4% | -34.0% |
| 1Y | -28.5% | +44.4% | -72.8% | -39.3% |
| 3Y | -39.2% | +95.0% | -134.2% | -53.7% |
| All | -39.2% | +94.3% | -133.5% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling