-21.9%
PINS vs FFIV
+93.3%
-115.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.7% |
| 7D | -6.2% | -2.1% | -4.1% | -5.0% |
| 30D | -10.9% | -33.8% | +22.8% | +9.2% |
| 3M | -19.5% | -20.6% | +1.1% | -12.6% |
| 6M | -10.4% | -10.2% | -0.1% | -10.6% |
| YTD | -26.4% | +24.5% | -50.9% | -41.6% |
| 1Y | -29.6% | +29.3% | -58.9% | -45.8% |
| 3Y | -39.0% | +103.8% | -142.8% | -67.3% |
| 5Y | -59.1% | +40.9% | -100.0% | -72.1% |
| All | -21.9% | +93.3% | -115.2% | -61.7% |
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