-27.9%
PINS vs PBF
+94.2%
-122.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -4.2% |
| 7D | -2.1% | -13.8% | +11.7% | -1.9% |
| 30D | -6.6% | -19.6% | +13.0% | -6.4% |
| 3M | -18.7% | +10.3% | -29.0% | -19.4% |
| 6M | -10.4% | +63.4% | -73.8% | -12.1% |
| YTD | -26.8% | +152.6% | -179.4% | -27.9% |
| 1Y | -27.9% | +87.4% | -115.2% | -25.2% |
| All | -27.9% | +94.2% | -122.0% | -25.2% |
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