-49.9%
PINS vs AFL
+10.3%
-60.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.9% | -9.3% |
| 7D | -13.9% | -2.1% | -11.7% | -14.2% |
| 30D | -25.0% | -5.4% | -19.6% | -25.9% |
| 3M | -16.6% | -0.3% | -16.4% | -16.4% |
| 6M | -7.0% | +5.2% | -12.2% | -5.3% |
| YTD | -29.4% | +5.7% | -35.1% | -27.5% |
| 1Y | -49.9% | +10.2% | -60.1% | -46.2% |
| All | -49.9% | +10.3% | -60.2% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling