-16.4%
PINS vs PFG
+179.1%
-195.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.3% |
| 7D | -12.0% | +5.5% | -17.6% | -14.7% |
| 30D | -12.7% | +2.4% | -15.0% | -14.0% |
| 3M | -5.5% | +13.6% | -19.1% | -12.2% |
| 6M | +5.3% | +27.9% | -22.6% | -8.4% |
| YTD | -21.2% | +35.6% | -56.8% | -33.7% |
| 1Y | -45.0% | +48.5% | -93.5% | -56.1% |
| 3Y | -26.2% | +66.9% | -93.1% | -44.8% |
| 5Y | -64.0% | +111.0% | -174.9% | -75.8% |
| All | -16.4% | +179.1% | -195.5% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling