-39.2%
PINS vs PFGC
+82.6%
-121.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +1.0% | +3.4% | -2.4% | -0.1% |
| 30D | -12.0% | +16.9% | -28.9% | -16.7% |
| 3M | -17.9% | +6.4% | -24.3% | -19.8% |
| 6M | -1.0% | +16.0% | -17.0% | -6.0% |
| YTD | -26.0% | +23.6% | -49.7% | -32.9% |
| 1Y | -28.5% | +16.6% | -45.1% | -33.1% |
| 3Y | -39.2% | +82.3% | -121.5% | -54.3% |
| All | -39.2% | +82.6% | -121.8% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling