-29.1%
PINS vs PBF
+65.3%
-94.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.0% |
| 7D | -12.0% | +4.3% | -16.3% | -12.5% |
| 30D | -12.7% | +22.0% | -34.7% | -15.1% |
| 3M | -5.5% | +74.5% | -80.0% | -12.7% |
| 6M | +5.3% | +67.7% | -62.4% | -3.0% |
| YTD | -21.2% | +179.2% | -200.4% | -33.3% |
| 1Y | -45.0% | +170.0% | -215.0% | -53.6% |
| All | -29.1% | +65.3% | -94.5% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling