-36.0%
PINS vs FFIV
+102.8%
-138.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.5% | -1.3% | -5.2% |
| 7D | -0.7% | -14.2% | +13.6% | +3.7% |
| 30D | -1.2% | -33.6% | +32.4% | +10.0% |
| 3M | -15.3% | -24.2% | +8.9% | -10.4% |
| 6M | -11.2% | -8.3% | -2.9% | -13.4% |
| YTD | -23.6% | +22.1% | -45.7% | -34.5% |
| 1Y | -23.1% | +26.5% | -49.6% | -35.4% |
| All | -36.0% | +102.8% | -138.8% | -54.7% |
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 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