+268.4%
FERG vs PINS
-20.9%
+289.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.2% |
| 7D | -1.0% | -9.9% | +8.9% | -0.3% |
| 30D | -11.8% | -20.9% | +9.1% | -10.4% |
| 3M | -1.2% | -13.7% | +12.5% | -0.4% |
| 6M | -2.3% | -3.0% | +0.7% | -2.5% |
| YTD | +0.8% | -27.5% | +28.2% | +2.5% |
| 1Y | +0.5% | -46.8% | +47.3% | +4.2% |
| 3Y | +51.4% | -31.8% | +83.2% | +53.2% |
| 5Y | +67.5% | -65.4% | +132.9% | +65.6% |
| All | +268.4% | -20.9% | +289.3% | +293.4% |
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