+9.4%
PFE vs PINS
-14.1%
+23.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -1.1% |
| 7D | +1.8% | -12.0% | +13.8% | +2.5% |
| 30D | +10.2% | -12.7% | +22.9% | +11.0% |
| 3M | +12.7% | -5.5% | +18.2% | +12.9% |
| 6M | +10.5% | +5.3% | +5.3% | +9.9% |
| YTD | +20.2% | -21.2% | +41.4% | +21.2% |
| 1Y | +24.1% | -45.0% | +69.1% | +27.6% |
| 3Y | -3.6% | -26.2% | +22.7% | -3.9% |
| 5Y | -20.9% | -64.0% | +43.1% | -19.3% |
| All | +9.4% | -14.1% | +23.5% | -7.2% |
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