-100.0%
DFNS vs PINS
-25.4%
-74.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.2% | -8.0% | -11.5% |
| 7D | -44.0% | -2.1% | -41.9% | -43.7% |
| 30D | -69.1% | -6.6% | -62.5% | -68.6% |
| 3M | -95.6% | -18.7% | -76.9% | -95.5% |
| 6M | -96.2% | -10.4% | -85.8% | -96.0% |
| YTD | -99.6% | -26.8% | -72.8% | -99.6% |
| 1Y | -99.7% | -27.9% | -71.9% | -99.7% |
| 3Y | -100.0% | -38.7% | -61.3% | -100.0% |
| 5Y | -100.0% | -59.0% | -41.0% | -100.0% |
| All | -100.0% | -25.4% | -74.6% | -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 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