-30.5%
PINS vs FGI
-70.3%
+39.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -0.7% | -11.6% | +10.9% | -0.3% |
| 30D | -1.2% | -3.3% | +2.1% | -1.2% |
| 3M | -15.3% | +65.6% | -80.9% | -18.3% |
| 6M | -11.2% | -2.8% | -8.4% | -13.1% |
| YTD | -23.6% | +30.1% | -53.7% | -27.5% |
| 1Y | -23.1% | +50.2% | -73.3% | -28.1% |
| 3Y | -36.0% | -0.4% | -35.6% | -42.2% |
| All | -30.5% | -70.3% | +39.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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