-58.4%
PINS vs FDS
-23.2%
-35.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.1% |
| 7D | -3.4% | -2.6% | -0.8% | -2.1% |
| 30D | -14.5% | +14.1% | -28.6% | -19.9% |
| 3M | -16.5% | +19.8% | -36.3% | -24.1% |
| 6M | -7.0% | +55.0% | -62.0% | -27.0% |
| YTD | -26.1% | +15.9% | -42.0% | -32.8% |
| 1Y | -30.0% | +24.2% | -54.2% | -39.4% |
| 3Y | -38.5% | -24.0% | -14.4% | -30.4% |
| 5Y | -58.4% | -23.3% | -35.1% | -57.2% |
| All | -58.4% | -23.2% | -35.2% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling