-100.0%
DFNS vs PINS
-24.3%
-75.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.5% | +11.2% | +12.5% |
| 7D | -13.0% | -9.4% | -3.6% | -11.1% |
| 30D | -56.9% | -10.2% | -46.6% | -55.9% |
| 3M | -93.2% | -19.0% | -74.2% | -93.0% |
| 6M | -95.4% | -7.4% | -88.1% | -95.3% |
| YTD | -99.5% | -25.7% | -73.8% | -99.5% |
| 1Y | -99.6% | -29.7% | -69.9% | -99.6% |
| 3Y | -100.0% | -38.1% | -61.9% | -100.0% |
| 5Y | -100.0% | -57.3% | -42.7% | -100.0% |
| All | -100.0% | -24.3% | -75.7% | -100.0% |
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