-21.9%
PINS vs PBF
+146.7%
-168.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.1% |
| 7D | -6.2% | -7.4% | +1.2% | -5.3% |
| 30D | -10.9% | -17.5% | +6.5% | -8.9% |
| 3M | -19.5% | +13.1% | -32.6% | -21.6% |
| 6M | -10.4% | +72.6% | -83.0% | -18.2% |
| YTD | -26.4% | +161.2% | -187.6% | -37.6% |
| 1Y | -29.6% | +93.3% | -123.0% | -37.9% |
| 3Y | -39.0% | +80.7% | -119.7% | -47.8% |
| 5Y | -59.1% | +396.1% | -455.2% | -70.7% |
| All | -21.9% | +146.7% | -168.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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