-21.9%
PINS vs FDX
+128.1%
-150.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | -1.1% |
| 7D | -6.2% | +0.2% | -6.3% | -6.1% |
| 30D | -10.9% | +9.3% | -20.2% | -14.6% |
| 3M | -19.5% | +0.5% | -20.0% | -19.8% |
| 6M | -10.4% | +5.3% | -15.7% | -13.3% |
| YTD | -26.4% | +38.6% | -65.0% | -39.4% |
| 1Y | -29.6% | +53.5% | -83.2% | -45.2% |
| 3Y | -39.0% | +74.2% | -113.2% | -58.3% |
| 5Y | -59.1% | +75.3% | -134.4% | -73.0% |
| All | -21.9% | +128.1% | -150.0% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling