-22.3%
PINS vs FITB
+160.7%
-183.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -6.9% | +0.5% | -7.4% | -7.1% |
| 30D | -11.4% | +7.0% | -18.5% | -14.2% |
| 3M | -22.2% | -4.4% | -17.9% | -20.7% |
| 6M | -10.9% | +11.6% | -22.5% | -15.9% |
| YTD | -26.8% | +18.6% | -45.4% | -33.4% |
| 1Y | -29.8% | +29.8% | -59.7% | -38.8% |
| 3Y | -39.0% | +140.7% | -179.7% | -60.7% |
| 5Y | -58.7% | +48.6% | -107.3% | -67.4% |
| All | -22.3% | +160.7% | -183.0% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling