-16.4%
PINS vs RVTY
+41.4%
-57.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -12.0% | +1.1% | -13.1% | -12.6% |
| 30D | -12.7% | +13.2% | -25.9% | -18.4% |
| 3M | -5.5% | +27.2% | -32.8% | -18.0% |
| 6M | +5.3% | +32.4% | -27.1% | -11.8% |
| YTD | -21.2% | +34.9% | -56.1% | -34.9% |
| 1Y | -45.0% | +52.4% | -97.4% | -58.0% |
| 3Y | -26.2% | +12.3% | -38.5% | -36.5% |
| 5Y | -64.0% | -30.8% | -33.1% | -57.4% |
| All | -16.4% | +41.4% | -57.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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