-22.3%
PINS vs PFG
+165.3%
-187.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.3% |
| 7D | -2.1% | -0.6% | -1.4% | -1.6% |
| 30D | -6.6% | +2.0% | -8.7% | -7.7% |
| 3M | -18.7% | -3.2% | -15.6% | -17.6% |
| 6M | -10.4% | +10.9% | -21.3% | -15.7% |
| YTD | -26.8% | +28.8% | -55.6% | -36.7% |
| 1Y | -27.9% | +39.2% | -67.0% | -40.2% |
| 3Y | -38.7% | +75.0% | -113.7% | -55.1% |
| 5Y | -59.0% | +91.9% | -150.9% | -71.2% |
| All | -22.3% | +165.3% | -187.6% | -58.0% |
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