+53.0%
RSP vs PINS
-64.0%
+117.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.8% | -12.0% | +11.3% | +0.8% |
| 30D | -0.3% | -12.7% | +12.3% | +1.3% |
| 3M | +4.3% | -5.5% | +9.8% | +4.7% |
| 6M | +8.8% | +5.3% | +3.6% | +7.4% |
| YTD | +15.3% | -21.2% | +36.5% | +17.6% |
| 1Y | +18.3% | -45.0% | +63.3% | +26.0% |
| 3Y | +52.8% | -26.2% | +79.0% | +51.4% |
| All | +53.0% | -64.0% | +117.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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