-21.2%
PINS vs FIVE
+79.2%
-100.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | -9.4% | -0.5% | -8.9% | -9.2% |
| 30D | -10.2% | +17.4% | -27.6% | -15.8% |
| 3M | -19.0% | +7.0% | -26.1% | -21.6% |
| 6M | -7.4% | +20.5% | -27.8% | -15.6% |
| YTD | -25.7% | +33.1% | -58.8% | -36.0% |
| 1Y | -29.7% | +67.1% | -96.8% | -45.0% |
| 3Y | -38.1% | +41.9% | -80.0% | -53.2% |
| 5Y | -57.3% | +21.1% | -78.3% | -66.7% |
| All | -21.2% | +79.2% | -100.4% | -54.3% |
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