+31.6%
FAST vs PINS
-35.1%
+66.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.8% |
| 7D | +3.4% | +1.4% | +2.0% | +3.4% |
| 30D | +5.5% | +5.8% | -0.3% | +5.7% |
| 3M | +7.6% | -17.0% | +24.6% | +6.9% |
| 6M | +19.8% | +1.8% | +18.0% | +20.1% |
| YTD | +35.5% | -18.0% | +53.5% | +35.0% |
| 1Y | +31.6% | -35.5% | +67.1% | +30.9% |
| All | +31.6% | -35.1% | +66.7% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling