-25.1%
PINS vs AFL
+178.9%
-204.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.9% | -9.1% |
| 7D | -13.9% | -2.1% | -11.7% | -13.0% |
| 30D | -25.0% | -5.4% | -19.6% | -23.1% |
| 3M | -16.6% | -0.3% | -16.4% | -16.7% |
| 6M | -7.0% | +5.2% | -12.2% | -9.6% |
| YTD | -29.4% | +5.7% | -35.1% | -31.8% |
| 1Y | -49.9% | +10.2% | -60.1% | -52.9% |
| 3Y | -33.6% | +63.4% | -97.1% | -50.0% |
| 5Y | -66.8% | +133.0% | -199.8% | -79.6% |
| All | -25.1% | +178.9% | -204.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling