-16.4%
PINS vs RRC
+336.5%
-352.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -12.0% | +1.3% | -13.3% | -12.2% |
| 30D | -12.7% | +10.1% | -22.8% | -14.0% |
| 3M | -5.5% | +4.0% | -9.5% | -6.3% |
| 6M | +5.3% | +1.6% | +3.7% | +4.6% |
| YTD | -21.2% | +19.7% | -40.9% | -23.9% |
| 1Y | -45.0% | +21.4% | -66.5% | -47.2% |
| 3Y | -26.2% | +29.7% | -55.9% | -30.6% |
| 5Y | -64.0% | +153.9% | -217.8% | -69.7% |
| All | -16.4% | +336.5% | -352.9% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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