-100.0%
DFNS vs PINS
-25.0%
-75.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -42.8% | -6.2% | -36.7% | -42.0% |
| 30D | -67.6% | -10.9% | -56.6% | -66.8% |
| 3M | -94.9% | -19.5% | -75.4% | -94.7% |
| 6M | -96.7% | -10.4% | -86.3% | -96.6% |
| YTD | -99.6% | -26.4% | -73.2% | -99.6% |
| 1Y | -99.7% | -29.6% | -70.1% | -99.7% |
| 3Y | -100.0% | -39.0% | -60.9% | -100.0% |
| 5Y | -100.0% | -59.1% | -40.8% | -100.0% |
| All | -100.0% | -25.0% | -75.0% | -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