-21.2%
PINS vs PFG
+174.3%
-195.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.1% |
| 7D | -9.4% | -2.2% | -7.1% | -8.2% |
| 30D | -10.2% | +6.4% | -16.6% | -13.2% |
| 3M | -19.0% | +2.2% | -21.3% | -20.3% |
| 6M | -7.4% | +16.3% | -23.6% | -15.1% |
| YTD | -25.7% | +33.2% | -59.0% | -37.0% |
| 1Y | -29.7% | +40.6% | -70.3% | -42.1% |
| 3Y | -38.1% | +83.3% | -121.5% | -55.8% |
| 5Y | -57.3% | +97.7% | -155.0% | -70.6% |
| All | -21.2% | +174.3% | -195.5% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling