-16.4%
PINS vs FE
+57.9%
-74.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -12.0% | +1.9% | -14.0% | -12.6% |
| 30D | -12.7% | -1.2% | -11.5% | -12.4% |
| 3M | -5.5% | +3.5% | -9.0% | -6.8% |
| 6M | +5.3% | -6.1% | +11.3% | +7.0% |
| YTD | -21.2% | +7.6% | -28.8% | -24.2% |
| 1Y | -45.0% | +11.9% | -57.0% | -48.0% |
| 3Y | -26.2% | +48.4% | -74.7% | -39.8% |
| 5Y | -64.0% | +44.8% | -108.7% | -70.9% |
| All | -16.4% | +57.9% | -74.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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