+86.2%
FERG vs PINS
-58.3%
+144.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +6.4% | -9.4% | +15.8% | +7.9% |
| 30D | +19.9% | -10.2% | +30.2% | +21.5% |
| 3M | +5.6% | -19.0% | +24.6% | +8.3% |
| 6M | +9.2% | -7.4% | +16.6% | +9.5% |
| YTD | +20.6% | -25.7% | +46.4% | +23.9% |
| 1Y | +5.7% | -29.7% | +35.4% | +9.5% |
| 3Y | +73.6% | -38.1% | +111.7% | +78.0% |
| 5Y | +86.2% | -57.3% | +143.5% | +80.4% |
| All | +86.2% | -58.3% | +144.6% | +80.4% |
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 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