-58.4%
PINS vs PBF
+441.3%
-499.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -3.4% | +4.3% | -7.7% | -3.9% |
| 30D | -14.5% | -21.8% | +7.3% | -12.1% |
| 3M | -16.5% | +1.7% | -18.2% | -17.4% |
| 6M | -7.0% | +69.8% | -76.8% | -14.7% |
| YTD | -26.1% | +167.7% | -193.9% | -37.7% |
| 1Y | -30.0% | +89.0% | -119.0% | -37.7% |
| 3Y | -38.5% | +78.8% | -117.2% | -48.3% |
| 5Y | -58.4% | +415.4% | -473.8% | -69.6% |
| All | -58.4% | +441.3% | -499.7% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling