-38.7%
PINS vs FFIV
+102.2%
-140.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -2.1% | -8.1% | +6.1% | +0.3% |
| 30D | -6.6% | -33.4% | +26.7% | +3.8% |
| 3M | -18.7% | -24.7% | +6.0% | -13.8% |
| 6M | -10.4% | -8.8% | -1.5% | -12.5% |
| YTD | -26.8% | +21.8% | -48.5% | -37.2% |
| 1Y | -27.9% | +25.3% | -53.1% | -39.1% |
| 3Y | -38.7% | +101.2% | -139.8% | -56.6% |
| All | -38.7% | +102.2% | -140.9% | -56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling