-16.4%
PINS vs FOXA
+86.4%
-102.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -0.7% |
| 7D | -12.0% | -4.0% | -8.1% | -10.5% |
| 30D | -12.7% | +12.0% | -24.6% | -17.0% |
| 3M | -5.5% | +0.3% | -5.8% | -7.1% |
| 6M | +5.3% | +12.5% | -7.2% | -2.2% |
| YTD | -21.2% | -9.6% | -11.6% | -19.1% |
| 1Y | -45.0% | +8.6% | -53.6% | -48.4% |
| 3Y | -26.2% | +118.5% | -144.8% | -49.5% |
| 5Y | -64.0% | +88.8% | -152.7% | -73.7% |
| All | -16.4% | +86.4% | -102.8% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling