-21.2%
PINS vs PFGC
+171.3%
-192.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -9.4% | +1.5% | -10.9% | -9.8% |
| 30D | -10.2% | +17.4% | -27.6% | -15.3% |
| 3M | -19.0% | -2.4% | -16.6% | -18.6% |
| 6M | -7.4% | +18.2% | -25.6% | -13.0% |
| YTD | -25.7% | +23.7% | -49.4% | -32.5% |
| 1Y | -29.7% | +15.0% | -44.7% | -34.4% |
| 3Y | -38.1% | +82.3% | -120.4% | -51.1% |
| 5Y | -57.3% | +131.9% | -189.2% | -68.9% |
| All | -21.2% | +171.3% | -192.5% | -46.4% |
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