-45.0%
PINS vs FICO
-39.1%
-6.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | +0.8% |
| 7D | -12.0% | -19.2% | +7.2% | -8.9% |
| 30D | -12.7% | -14.6% | +1.9% | -10.6% |
| 3M | -5.5% | -20.1% | +14.6% | -2.9% |
| 6M | +5.3% | -36.3% | +41.6% | +10.2% |
| YTD | -21.2% | -44.9% | +23.7% | -17.9% |
| 1Y | -45.0% | -38.6% | -6.4% | -43.4% |
| All | -45.0% | -39.1% | -6.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling