-16.4%
PINS vs FLR
+42.6%
-59.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.7% |
| 7D | -12.0% | +5.4% | -17.5% | -12.9% |
| 30D | -12.7% | +11.4% | -24.1% | -14.9% |
| 3M | -5.5% | +11.4% | -16.9% | -8.3% |
| 6M | +5.3% | +16.6% | -11.4% | +0.5% |
| YTD | -21.2% | +41.7% | -62.9% | -27.6% |
| 1Y | -45.0% | +35.4% | -80.5% | -49.4% |
| 3Y | -26.2% | +57.3% | -83.5% | -35.3% |
| 5Y | -64.0% | +241.0% | -304.9% | -72.3% |
| All | -16.4% | +42.6% | -59.0% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling