-16.4%
PINS vs ROST
+146.3%
-162.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.9% |
| 7D | -12.0% | +0.9% | -13.0% | -12.4% |
| 30D | -12.7% | -8.9% | -3.8% | -8.6% |
| 3M | -5.5% | -0.8% | -4.7% | -5.7% |
| 6M | +5.3% | +8.5% | -3.2% | -0.4% |
| YTD | -21.2% | +28.6% | -49.8% | -32.2% |
| 1Y | -45.0% | +52.3% | -97.4% | -56.9% |
| 3Y | -26.2% | +94.8% | -121.1% | -50.2% |
| 5Y | -64.0% | +110.8% | -174.7% | -77.6% |
| All | -16.4% | +146.3% | -162.7% | -56.1% |
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