-21.5%
PINS vs IFF
-26.9%
+5.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | +1.0% | -1.8% | +2.8% | +1.7% |
| 30D | -12.0% | -9.4% | -2.6% | -8.8% |
| 3M | -17.9% | -3.0% | -14.9% | -17.1% |
| 6M | -1.0% | +5.8% | -6.8% | -4.4% |
| YTD | -26.0% | +22.4% | -48.4% | -35.1% |
| 1Y | -28.5% | +23.0% | -51.5% | -37.5% |
| 3Y | -39.2% | +21.8% | -61.0% | -49.1% |
| 5Y | -58.3% | -39.2% | -19.1% | -50.7% |
| All | -21.5% | -26.9% | +5.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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