-18.9%
PINS vs FIVE
+72.5%
-91.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.5% | -5.1% |
| 7D | -0.7% | -1.7% | +1.1% | +0.1% |
| 30D | -1.2% | +14.9% | -16.1% | -6.5% |
| 3M | -15.3% | +7.6% | -22.9% | -18.3% |
| 6M | -11.2% | +6.4% | -17.6% | -15.3% |
| YTD | -23.6% | +28.1% | -51.6% | -33.1% |
| 1Y | -23.1% | +54.7% | -77.9% | -38.0% |
| 3Y | -36.0% | +36.1% | -72.1% | -50.8% |
| 5Y | -57.2% | +14.9% | -72.1% | -65.9% |
| All | -18.9% | +72.5% | -91.4% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling