-21.2%
PINS vs FFIV
+94.7%
-115.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -9.4% | -2.9% | -6.4% | -7.8% |
| 30D | -10.2% | -32.4% | +22.2% | +8.8% |
| 3M | -19.0% | -22.7% | +3.7% | -10.6% |
| 6M | -7.4% | -10.7% | +3.3% | -7.2% |
| YTD | -25.7% | +25.4% | -51.1% | -41.3% |
| 1Y | -29.7% | +34.2% | -63.9% | -47.1% |
| 3Y | -38.1% | +101.2% | -139.3% | -66.5% |
| 5Y | -57.3% | +42.0% | -99.2% | -71.0% |
| All | -21.2% | +94.7% | -115.9% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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