-29.8%
PINS vs PBF
+82.1%
-112.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.7% | -0.5% |
| 7D | -6.9% | -15.3% | +8.4% | -6.7% |
| 30D | -11.4% | -21.8% | +10.3% | -11.1% |
| 3M | -22.2% | -0.2% | -22.0% | -22.6% |
| 6M | -10.9% | +63.6% | -74.5% | -12.6% |
| YTD | -26.8% | +147.5% | -174.3% | -28.0% |
| 1Y | -29.8% | +69.8% | -99.7% | -24.6% |
| All | -29.8% | +82.1% | -112.0% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling