-22.3%
PINS vs FIVE
+71.8%
-94.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -6.6% | +17.7% | -24.3% | -12.4% |
| 3M | -18.7% | +4.0% | -22.7% | -20.5% |
| 6M | -10.4% | +2.6% | -13.0% | -13.2% |
| YTD | -26.8% | +27.6% | -54.3% | -35.8% |
| 1Y | -27.9% | +59.9% | -87.8% | -42.5% |
| 3Y | -38.7% | +35.8% | -74.5% | -52.8% |
| 5Y | -59.0% | +14.4% | -73.4% | -67.2% |
| All | -22.3% | +71.8% | -94.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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