+105.0%
FAST vs PINS
-55.2%
+160.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.2% | 0.0% |
| 7D | +0.7% | -0.7% | +1.3% | +0.7% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | +6.4% | -15.3% | +21.6% | +7.6% |
| 6M | +20.6% | -11.2% | +31.8% | +21.1% |
| YTD | +34.7% | -23.6% | +58.2% | +36.7% |
| 1Y | +29.7% | -23.1% | +52.8% | +31.5% |
| 3Y | +89.9% | -36.0% | +126.0% | +90.5% |
| 5Y | +105.0% | -57.2% | +162.1% | +100.6% |
| All | +105.0% | -55.2% | +160.1% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling