-13.0%
PINS vs FN
+470.4%
-483.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +5.4% |
| 7D | +1.4% | -7.0% | +8.4% | +2.6% |
| 30D | +5.8% | -24.7% | +30.5% | +11.2% |
| 3M | -17.0% | -35.7% | +18.6% | -11.0% |
| 6M | +1.8% | -52.4% | +54.2% | +13.7% |
| YTD | -18.0% | -25.0% | +6.9% | -22.4% |
| 1Y | -35.5% | -25.7% | -9.9% | -39.8% |
| 3Y | -31.4% | +110.2% | -141.6% | -60.8% |
| 5Y | -51.4% | +192.3% | -243.7% | -77.8% |
| All | -13.0% | +470.4% | -483.4% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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