-66.8%
PINS vs IFF
-35.9%
-31.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.7% | -8.7% |
| 7D | -13.9% | -3.0% | -10.8% | -13.0% |
| 30D | -25.0% | -0.9% | -24.1% | -24.7% |
| 3M | -16.6% | +11.8% | -28.5% | -20.0% |
| 6M | -7.0% | +16.5% | -23.5% | -13.4% |
| YTD | -29.4% | +26.5% | -55.9% | -37.4% |
| 1Y | -49.9% | +32.7% | -82.6% | -56.9% |
| 3Y | -33.6% | +32.0% | -65.7% | -45.9% |
| 5Y | -66.8% | -36.1% | -30.8% | -60.6% |
| All | -66.8% | -35.9% | -31.0% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling