-60.1%
PINS vs PFGC
+138.1%
-198.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | +1.0% | +3.4% | -2.4% | -0.9% |
| 30D | -12.0% | +16.9% | -28.9% | -19.7% |
| 3M | -17.9% | +6.4% | -24.3% | -21.0% |
| 6M | -1.0% | +16.0% | -17.0% | -9.8% |
| YTD | -26.0% | +23.6% | -49.7% | -37.2% |
| 1Y | -28.5% | +16.6% | -45.1% | -37.0% |
| 3Y | -39.2% | +82.3% | -121.5% | -61.7% |
| All | -60.1% | +138.1% | -198.2% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling