-59.1%
PINS vs AFL
+148.4%
-207.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -6.2% | +0.5% | -6.7% | -6.3% |
| 30D | -10.9% | +9.3% | -20.3% | -13.9% |
| 3M | -19.5% | +1.0% | -20.5% | -19.9% |
| 6M | -10.4% | +11.8% | -22.2% | -14.6% |
| YTD | -26.4% | +15.3% | -41.7% | -30.9% |
| 1Y | -29.6% | +12.1% | -41.7% | -33.2% |
| 3Y | -39.0% | +65.0% | -104.0% | -53.8% |
| 5Y | -59.1% | +149.1% | -208.3% | -77.8% |
| All | -59.1% | +148.4% | -207.6% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling