-17.5%
PINS vs FLR
+43.8%
-61.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -14.9% | -0.7% | -14.3% | -15.1% |
| 3M | -8.4% | +14.3% | -22.8% | -11.5% |
| 6M | +0.6% | +25.6% | -24.9% | -5.2% |
| YTD | -22.2% | +42.9% | -65.1% | -28.7% |
| 1Y | -46.9% | +38.7% | -85.7% | -51.3% |
| 3Y | -26.9% | +61.8% | -88.7% | -36.2% |
| 5Y | -63.0% | +254.1% | -317.1% | -71.8% |
| All | -17.5% | +43.8% | -61.2% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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