-21.9%
PINS vs FLR
+27.8%
-49.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | -1.0% |
| 7D | -6.2% | +8.5% | -14.7% | -7.6% |
| 30D | -10.9% | -0.7% | -10.2% | -11.0% |
| 3M | -19.5% | -11.7% | -7.8% | -18.1% |
| 6M | -10.4% | +16.2% | -26.6% | -14.2% |
| YTD | -26.4% | +27.0% | -53.4% | -31.2% |
| 1Y | -29.6% | +10.1% | -39.7% | -32.5% |
| 3Y | -39.0% | +46.2% | -85.2% | -45.9% |
| 5Y | -59.1% | +121.4% | -180.6% | -66.5% |
| All | -21.9% | +27.8% | -49.7% | -55.7% |
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