-57.2%
PINS vs FICO
+84.1%
-141.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -1.2% | +1.7% | -2.9% | -2.3% |
| 3M | -15.3% | -35.2% | +19.9% | -6.4% |
| 6M | -11.2% | -33.7% | +22.5% | -4.2% |
| YTD | -23.6% | -58.2% | +34.6% | -4.4% |
| 1Y | -23.1% | -56.6% | +33.4% | -5.5% |
| 3Y | -36.0% | -24.0% | -12.1% | -46.5% |
| 5Y | -57.2% | +86.1% | -143.2% | -78.9% |
| All | -57.2% | +84.1% | -141.2% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling