-16.4%
PINS vs FFIV
+137.6%
-154.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| YTD | -21.2% | +53.0% | -74.2% | -42.0% |
| 1Y | -45.0% | +24.2% | -69.3% | -54.3% |
| 3Y | -26.2% | +137.2% | -163.4% | -61.9% |
| 5Y | -64.0% | +91.8% | -155.7% | -78.6% |
| All | -16.4% | +137.6% | -154.0% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling