-29.4%
PINS vs FDS
+26.9%
-56.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -6.2% | -5.0% | -1.2% | -4.4% |
| 30D | -10.9% | +13.8% | -24.7% | -14.8% |
| 3M | -19.5% | +14.8% | -34.4% | -23.6% |
| 6M | -10.4% | +47.4% | -57.8% | -23.0% |
| YTD | -26.4% | +14.2% | -40.5% | -33.9% |
| All | -29.4% | +26.9% | -56.4% | -36.2% |
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