-21.9%
PINS vs PFGC
+172.7%
-194.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | -0.8% |
| 7D | -6.2% | +10.8% | -17.0% | -9.6% |
| 30D | -10.9% | +17.8% | -28.7% | -16.1% |
| 3M | -19.5% | -2.7% | -16.8% | -19.0% |
| 6M | -10.4% | +20.0% | -30.4% | -16.3% |
| YTD | -26.4% | +24.3% | -50.7% | -33.2% |
| 1Y | -29.6% | +13.2% | -42.8% | -34.0% |
| 3Y | -39.0% | +85.9% | -124.9% | -52.2% |
| 5Y | -59.1% | +141.0% | -200.2% | -70.6% |
| All | -21.9% | +172.7% | -194.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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