-16.4%
PINS vs FICO
+238.1%
-254.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | +5.5% |
| 7D | -12.0% | -19.2% | +7.2% | -3.8% |
| 30D | -12.7% | -14.6% | +1.9% | -7.3% |
| 3M | -5.5% | -20.1% | +14.6% | +1.4% |
| 6M | +5.3% | -36.3% | +41.6% | +23.5% |
| YTD | -21.2% | -44.9% | +23.7% | -1.2% |
| 1Y | -45.0% | -38.6% | -6.4% | -36.8% |
| 3Y | -26.2% | +4.0% | -30.2% | -45.2% |
| 5Y | -64.0% | +99.5% | -163.5% | -83.4% |
| All | -16.4% | +238.1% | -254.5% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling