-63.4%
PINS vs FFIV
+91.3%
-154.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.9% |
| 7D | -12.0% | -1.0% | -11.1% | -11.7% |
| 30D | -12.7% | -5.1% | -7.6% | -10.6% |
| 3M | -5.5% | -4.5% | -1.1% | -4.2% |
| 6M | +5.3% | +36.5% | -31.2% | -15.7% |
| YTD | -21.2% | +53.0% | -74.2% | -42.5% |
| 1Y | -45.0% | +24.2% | -69.3% | -54.3% |
| 3Y | -26.2% | +137.2% | -163.4% | -64.3% |
| All | -63.4% | +91.3% | -154.7% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling