-22.3%
PINS vs ROST
+147.2%
-169.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.3% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | -6.6% | +2.5% | -9.1% | -7.8% |
| 3M | -18.7% | -9.0% | -9.8% | -14.9% |
| 6M | -10.4% | +1.3% | -11.7% | -12.1% |
| YTD | -26.8% | +29.1% | -55.8% | -37.1% |
| 1Y | -27.9% | +45.4% | -73.3% | -42.0% |
| 3Y | -38.7% | +94.9% | -133.5% | -58.7% |
| 5Y | -59.0% | +104.0% | -163.0% | -74.0% |
| All | -22.3% | +147.2% | -169.5% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling