+72.6%
FERG vs PINS
-63.8%
+136.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +3.4% | -5.2% | +8.6% | +4.1% |
| 30D | -11.5% | -14.9% | +3.4% | -9.6% |
| 3M | +1.3% | -8.4% | +9.7% | +2.1% |
| 6M | -1.0% | +0.6% | -1.6% | -1.8% |
| YTD | +3.2% | -22.2% | +25.4% | +5.6% |
| 1Y | -3.0% | -46.9% | +44.0% | +4.5% |
| 3Y | +55.0% | -26.9% | +81.9% | +55.5% |
| 5Y | +72.6% | -63.0% | +135.6% | +70.6% |
| All | +72.6% | -63.8% | +136.5% | +70.6% |
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