-99.9%
DFNS vs PINS
-20.7%
-79.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +0.8% | -5.2% | +6.0% | +1.7% |
| 30D | -73.2% | -14.9% | -58.3% | -72.5% |
| 3M | -72.4% | -8.4% | -64.0% | -71.6% |
| 6M | -95.2% | +0.6% | -95.9% | -95.1% |
| YTD | -98.0% | -22.2% | -75.8% | -97.9% |
| 1Y | -98.3% | -46.9% | -51.3% | -98.1% |
| 3Y | -99.9% | -26.9% | -73.0% | -99.9% |
| 5Y | -99.9% | -63.0% | -36.9% | -99.9% |
| All | -99.9% | -20.7% | -79.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling