-16.4%
PINS vs RRX
+117.6%
-134.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -12.0% | +3.4% | -15.5% | -13.2% |
| 30D | -12.7% | -11.1% | -1.5% | -8.7% |
| 3M | -5.5% | -23.7% | +18.2% | +2.9% |
| 6M | +5.3% | -22.0% | +27.3% | +10.4% |
| YTD | -21.2% | +16.5% | -37.7% | -33.3% |
| 1Y | -45.0% | +11.5% | -56.6% | -53.0% |
| 3Y | -26.2% | +1.5% | -27.7% | -38.5% |
| 5Y | -64.0% | +18.3% | -82.2% | -73.5% |
| All | -16.4% | +117.6% | -134.0% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling