-63.4%
PINS vs ROST
+111.8%
-175.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.9% |
| 7D | -12.0% | +0.9% | -13.0% | -12.5% |
| 30D | -12.7% | -8.9% | -3.8% | -8.4% |
| 3M | -5.5% | -0.8% | -4.7% | -5.7% |
| 6M | +5.3% | +8.5% | -3.2% | -0.8% |
| YTD | -21.2% | +28.6% | -49.8% | -33.0% |
| 1Y | -45.0% | +52.3% | -97.4% | -57.8% |
| 3Y | -26.2% | +94.8% | -121.1% | -52.5% |
| All | -63.4% | +111.8% | -175.2% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling