-63.4%
PINS vs FDS
-17.4%
-46.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -0.5% |
| 7D | -12.0% | -1.9% | -10.1% | -11.3% |
| 30D | -12.7% | +9.0% | -21.7% | -16.5% |
| 3M | -5.5% | +18.9% | -24.4% | -14.4% |
| 6M | +5.3% | +35.1% | -29.9% | -11.3% |
| YTD | -21.2% | +5.5% | -26.7% | -24.7% |
| 1Y | -45.0% | -16.8% | -28.2% | -40.5% |
| 3Y | -26.2% | -28.1% | +1.8% | -15.8% |
| All | -63.4% | -17.4% | -46.0% | -56.8% |
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