-40.2%
PINS vs FRMI
-93.4%
+53.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.6% |
| 7D | -6.2% | -24.7% | +18.6% | -6.6% |
| 30D | -10.9% | -51.6% | +40.7% | -11.9% |
| 3M | -19.5% | -73.1% | +53.6% | -21.5% |
| 6M | -10.4% | -68.3% | +57.9% | -11.8% |
| YTD | -26.4% | -79.3% | +52.9% | -28.5% |
| 1Y | -29.6% | -93.2% | +63.5% | -34.4% |
| All | -40.2% | -93.4% | +53.2% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling