-18.9%
PINS vs FDS
+42.1%
-61.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.4% |
| 7D | -0.7% | +6.4% | -7.0% | -4.3% |
| 30D | -1.2% | +25.2% | -26.4% | -13.7% |
| 3M | -15.3% | +22.9% | -38.2% | -25.8% |
| 6M | -11.2% | +56.5% | -67.7% | -34.4% |
| YTD | -23.6% | +19.0% | -42.5% | -33.8% |
| 1Y | -23.1% | +32.7% | -55.9% | -38.9% |
| 3Y | -36.0% | -20.4% | -15.6% | -30.4% |
| 5Y | -57.2% | -19.6% | -37.6% | -54.3% |
| All | -18.9% | +42.1% | -61.0% | -50.7% |
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