-22.3%
PINS vs PBF
+138.6%
-160.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -7.4% | -3.3% | -9.7% |
| 7D | -2.1% | -13.8% | +11.7% | -0.2% |
| 30D | -6.6% | -19.6% | +13.0% | -4.2% |
| 3M | -18.7% | +10.3% | -29.0% | -20.5% |
| 6M | -10.4% | +63.4% | -73.8% | -17.5% |
| YTD | -26.8% | +152.6% | -179.4% | -37.6% |
| 1Y | -27.9% | +87.4% | -115.2% | -36.0% |
| 3Y | -38.7% | +63.3% | -101.9% | -46.7% |
| 5Y | -59.0% | +412.5% | -471.5% | -70.8% |
| All | -22.3% | +138.6% | -160.9% | -38.9% |
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