-29.7%
PINS vs FDS
+27.2%
-56.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.3% | +0.5% |
| 7D | -9.4% | -2.1% | -7.2% | -8.6% |
| 30D | -10.2% | +16.0% | -26.2% | -14.7% |
| 3M | -19.0% | +18.8% | -37.8% | -24.1% |
| 6M | -7.4% | +54.1% | -61.5% | -21.5% |
| YTD | -25.7% | +17.0% | -42.7% | -34.0% |
| 1Y | -29.7% | +25.5% | -55.2% | -37.0% |
| All | -29.7% | +27.2% | -56.9% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling