+280.8%
FERG vs PINS
-14.1%
+294.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.5% |
| 7D | 0.0% | -12.0% | +12.0% | +0.9% |
| 30D | -10.2% | -12.7% | +2.5% | -9.3% |
| 3M | -0.6% | -5.5% | +4.9% | -0.4% |
| 6M | -6.5% | +5.3% | -11.8% | -7.2% |
| YTD | +4.2% | -21.2% | +25.4% | +5.3% |
| 1Y | -2.3% | -45.0% | +42.8% | +1.2% |
| 3Y | +48.5% | -26.2% | +74.7% | +49.4% |
| 5Y | +72.0% | -64.0% | +136.0% | +69.0% |
| All | +280.8% | -14.1% | +294.9% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling