-16.4%
PINS vs RSG
+213.8%
-230.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -12.0% | +0.3% | -12.3% | -12.1% |
| 30D | -12.7% | +7.6% | -20.3% | -15.2% |
| 3M | -5.5% | +7.4% | -12.9% | -8.6% |
| 6M | +5.3% | -3.3% | +8.5% | +6.2% |
| YTD | -21.2% | +6.0% | -27.2% | -24.0% |
| 1Y | -45.0% | -3.7% | -41.4% | -44.7% |
| 3Y | -26.2% | +59.1% | -85.3% | -45.1% |
| 5Y | -64.0% | +89.0% | -153.0% | -77.0% |
| All | -16.4% | +213.8% | -230.2% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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