-23.8%
PFE vs PINS
-58.8%
+35.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.7% | +1.0% | -2.7% | -1.7% |
| 30D | +0.3% | -12.0% | +12.3% | +0.9% |
| 3M | +9.4% | -17.9% | +27.3% | +10.2% |
| 6M | +14.9% | -1.0% | +15.9% | +14.7% |
| YTD | +23.8% | -26.0% | +49.8% | +25.1% |
| 1Y | +19.5% | -28.5% | +48.0% | +20.9% |
| 3Y | +21.0% | -39.2% | +60.2% | +21.7% |
| All | -23.8% | -58.8% | +35.1% | -32.5% |
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