-63.4%
PINS vs FIVE
+31.2%
-94.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -3.9% |
| 7D | -12.0% | +4.3% | -16.3% | -13.4% |
| 30D | -12.7% | +12.5% | -25.2% | -16.4% |
| 3M | -5.5% | +31.2% | -36.7% | -14.5% |
| 6M | +5.3% | +14.4% | -9.1% | -1.8% |
| YTD | -21.2% | +33.9% | -55.1% | -30.9% |
| 1Y | -45.0% | +65.1% | -110.1% | -55.7% |
| 3Y | -26.2% | +49.0% | -75.2% | -42.8% |
| All | -63.4% | +31.2% | -94.6% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling