-16.4%
PINS vs PBF
+163.7%
-180.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.0% |
| 7D | -12.0% | +4.3% | -16.3% | -12.6% |
| 30D | -12.7% | +22.0% | -34.7% | -15.3% |
| 3M | -5.5% | +74.5% | -80.0% | -13.2% |
| 6M | +5.3% | +67.7% | -62.4% | -3.6% |
| YTD | -21.2% | +179.2% | -200.4% | -33.4% |
| 1Y | -45.0% | +170.0% | -215.0% | -53.7% |
| 3Y | -26.2% | +66.4% | -92.6% | -35.8% |
| 5Y | -64.0% | +764.5% | -828.4% | -76.1% |
| All | -16.4% | +163.7% | -180.1% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling