-58.4%
PINS vs PFG
+95.0%
-153.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -14.5% | +5.0% | -19.5% | -17.4% |
| 3M | -16.5% | +0.1% | -16.6% | -17.0% |
| 6M | -7.0% | +13.8% | -20.8% | -16.1% |
| YTD | -26.1% | +31.2% | -57.4% | -40.4% |
| 1Y | -30.0% | +37.1% | -67.1% | -45.4% |
| 3Y | -38.5% | +80.6% | -119.1% | -61.7% |
| 5Y | -58.4% | +93.7% | -152.1% | -77.3% |
| All | -58.4% | +95.0% | -153.4% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling