-35.5%
PINS vs FRMI
-93.1%
+57.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.6% | +14.8% | +4.1% |
| 7D | +1.4% | -39.7% | +41.2% | +1.1% |
| 30D | +5.8% | -55.2% | +61.0% | +5.0% |
| 3M | -17.0% | -71.2% | +54.1% | -18.2% |
| 6M | +1.8% | -64.1% | +65.9% | +0.7% |
| YTD | -18.0% | -77.2% | +59.2% | -20.3% |
| 1Y | -35.5% | -93.2% | +57.6% | -36.3% |
| All | -35.5% | -93.1% | +57.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling