-25.1%
PINS vs FOXA
+81.9%
-107.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.1% | -7.1% | -8.3% |
| 7D | -13.9% | -5.4% | -8.4% | -11.7% |
| 30D | -25.0% | +1.1% | -26.1% | -25.3% |
| 3M | -16.6% | -6.1% | -10.5% | -15.5% |
| 6M | -7.0% | +8.2% | -15.2% | -12.0% |
| YTD | -29.4% | -11.8% | -17.6% | -26.7% |
| 1Y | -49.9% | +9.9% | -59.8% | -53.2% |
| 3Y | -33.6% | +110.7% | -144.4% | -53.8% |
| 5Y | -66.8% | +86.9% | -153.8% | -75.7% |
| All | -25.1% | +81.9% | -107.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FOXA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling