-34.5%
PINS vs IFF
+30.1%
-64.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.7% | -9.1% |
| 7D | -13.9% | -3.0% | -10.8% | -13.5% |
| 30D | -25.0% | -0.9% | -24.1% | -24.9% |
| 3M | -16.6% | +11.8% | -28.5% | -17.7% |
| 6M | -7.0% | +16.5% | -23.5% | -9.1% |
| YTD | -29.4% | +26.5% | -55.9% | -33.3% |
| 1Y | -49.9% | +32.7% | -82.6% | -53.5% |
| All | -34.5% | +30.1% | -64.6% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling