-21.2%
PINS vs FDS
+39.7%
-60.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.3% | -0.1% |
| 7D | -9.4% | -2.1% | -7.2% | -8.2% |
| 30D | -10.2% | +16.0% | -26.2% | -17.9% |
| 3M | -19.0% | +18.8% | -37.8% | -27.6% |
| 6M | -7.4% | +54.1% | -61.5% | -30.9% |
| YTD | -25.7% | +17.0% | -42.7% | -35.0% |
| 1Y | -29.7% | +25.5% | -55.2% | -41.9% |
| 3Y | -38.1% | -23.3% | -14.8% | -30.8% |
| 5Y | -57.3% | -22.6% | -34.6% | -53.2% |
| All | -21.2% | +39.7% | -60.9% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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