-22.3%
PINS vs FDS
+36.8%
-59.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -2.0% |
| 7D | -2.1% | -0.5% | -1.6% | -1.7% |
| 30D | -6.6% | +20.2% | -26.9% | -16.4% |
| 3M | -18.7% | +19.9% | -38.6% | -27.8% |
| 6M | -10.4% | +56.2% | -66.6% | -33.8% |
| YTD | -26.8% | +14.6% | -41.3% | -35.1% |
| 1Y | -27.9% | +31.6% | -59.5% | -42.4% |
| 3Y | -38.7% | -23.8% | -14.9% | -31.4% |
| 5Y | -59.0% | -22.6% | -36.4% | -55.3% |
| All | -22.3% | +36.8% | -59.1% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling