-22.3%
PINS vs RVTY
+68.5%
-90.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -7.0% | -5.6% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | -6.6% | +1.0% | -7.7% | -7.6% |
| 3M | -18.7% | +35.8% | -54.6% | -31.6% |
| 6M | -10.4% | +56.7% | -67.1% | -31.2% |
| YTD | -26.8% | +60.7% | -87.5% | -45.3% |
| 1Y | -27.9% | +73.7% | -101.5% | -48.6% |
| 3Y | -38.7% | +82.8% | -121.4% | -60.7% |
| 5Y | -59.0% | -7.0% | -52.0% | -59.9% |
| All | -22.3% | +68.5% | -90.8% | -55.3% |
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