-10.4%
PINS vs ROST
+1.7%
-12.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.8% |
| 7D | -2.1% | +1.2% | -3.3% | -1.7% |
| 30D | -6.6% | +2.5% | -9.1% | -6.3% |
| 3M | -18.7% | -9.0% | -9.8% | -18.4% |
| 6M | -10.4% | +1.3% | -11.7% | -8.7% |
| All | -10.4% | +1.7% | -12.1% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling