-66.8%
PINS vs RRX
+16.5%
-83.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.5% | -6.7% | -8.4% |
| 7D | -13.9% | -0.7% | -13.1% | -13.6% |
| 30D | -25.0% | -8.0% | -17.0% | -23.0% |
| 3M | -16.6% | -25.1% | +8.4% | -9.9% |
| 6M | -7.0% | -18.3% | +11.3% | -4.7% |
| YTD | -29.4% | +14.2% | -43.5% | -38.9% |
| 1Y | -49.9% | +13.0% | -63.0% | -57.0% |
| 3Y | -33.6% | +4.2% | -37.8% | -44.0% |
| 5Y | -66.8% | +17.9% | -84.7% | -75.8% |
| All | -66.8% | +16.5% | -83.4% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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