+131.9%
RSP vs PINS
-14.1%
+146.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.8% | -12.0% | +11.3% | +1.0% |
| 30D | -0.3% | -12.7% | +12.3% | +1.5% |
| 3M | +4.3% | -5.5% | +9.8% | +4.7% |
| 6M | +8.8% | +5.3% | +3.6% | +7.2% |
| YTD | +15.3% | -21.2% | +36.5% | +17.6% |
| 1Y | +18.3% | -45.0% | +63.3% | +26.4% |
| 3Y | +52.8% | -26.2% | +79.0% | +51.6% |
| 5Y | +51.7% | -64.0% | +115.7% | +58.5% |
| All | +131.9% | -14.1% | +146.0% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling