-28.5%
PINS vs IFF
+27.0%
-55.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.3% |
| 7D | +1.0% | -1.8% | +2.8% | +0.8% |
| 30D | -12.0% | -9.4% | -2.6% | -13.0% |
| 3M | -17.9% | -3.0% | -14.9% | -18.0% |
| 6M | -1.0% | +5.8% | -6.8% | +0.2% |
| YTD | -26.0% | +22.4% | -48.4% | -28.2% |
| 1Y | -28.5% | +23.0% | -51.5% | -30.6% |
| All | -28.5% | +27.0% | -55.5% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling