-28.3%
PINS vs FGI
-70.4%
+42.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.7% | -2.4% |
| 7D | -12.0% | +0.5% | -12.6% | -12.1% |
| 30D | -12.7% | +65.4% | -78.1% | -15.6% |
| 3M | -5.5% | +23.5% | -29.0% | -8.0% |
| 6M | +5.3% | +60.5% | -55.3% | -0.8% |
| YTD | -21.2% | +30.0% | -51.2% | -25.1% |
| 1Y | -45.0% | +82.1% | -127.1% | -50.1% |
| 3Y | -26.2% | -4.4% | -21.8% | -33.0% |
| All | -28.3% | -70.4% | +42.0% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling