-40.0%
PINS vs FRMI
-91.8%
+51.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +13.8% | -14.4% | -0.4% |
| 7D | -3.4% | +34.6% | -38.0% | -3.0% |
| 30D | -14.5% | -44.6% | +30.1% | -15.4% |
| 3M | -16.5% | -72.9% | +56.4% | -18.8% |
| 6M | -7.0% | -62.3% | +55.3% | -8.3% |
| YTD | -26.1% | -74.3% | +48.1% | -28.1% |
| 1Y | -30.0% | -90.5% | +60.5% | -33.9% |
| All | -40.0% | -91.8% | +51.8% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling