-39.0%
PINS vs AFL
+66.2%
-105.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -6.2% | +0.5% | -6.7% | -6.2% |
| 30D | -10.9% | +9.3% | -20.3% | -12.1% |
| 3M | -19.5% | +1.0% | -20.5% | -19.6% |
| 6M | -10.4% | +11.8% | -22.2% | -12.1% |
| YTD | -26.4% | +15.3% | -41.7% | -28.2% |
| 1Y | -29.6% | +12.1% | -41.7% | -31.0% |
| 3Y | -39.0% | +65.0% | -104.0% | -43.9% |
| All | -39.0% | +66.2% | -105.2% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling