-57.3%
PINS vs IFF
-37.6%
-19.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -9.4% | -5.7% | -3.7% | -7.6% |
| 30D | -10.2% | -2.7% | -7.5% | -9.6% |
| 3M | -19.0% | -2.3% | -16.7% | -18.6% |
| 6M | -7.4% | +6.0% | -13.4% | -10.0% |
| YTD | -25.7% | +24.6% | -50.3% | -34.2% |
| 1Y | -29.7% | +29.4% | -59.1% | -38.9% |
| 3Y | -38.1% | +23.1% | -61.2% | -48.2% |
| 5Y | -57.3% | -37.2% | -20.1% | -46.2% |
| All | -57.3% | -37.6% | -19.7% | -46.2% |
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