-21.9%
PINS vs FDS
+36.3%
-58.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -6.2% | -5.0% | -1.2% | -3.3% |
| 30D | -10.9% | +13.8% | -24.7% | -17.6% |
| 3M | -19.5% | +14.8% | -34.4% | -26.6% |
| 6M | -10.4% | +47.4% | -57.8% | -31.3% |
| YTD | -26.4% | +14.2% | -40.5% | -34.6% |
| 1Y | -29.6% | +26.6% | -56.3% | -42.4% |
| 3Y | -39.0% | -24.4% | -14.6% | -31.4% |
| 5Y | -59.1% | -22.6% | -36.5% | -55.4% |
| All | -21.9% | +36.3% | -58.2% | -51.4% |
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