-22.3%
PINS vs PFGC
+162.3%
-184.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.5% |
| 7D | -2.1% | +8.5% | -10.6% | -5.0% |
| 30D | -6.6% | +15.0% | -21.6% | -11.3% |
| 3M | -18.7% | -6.2% | -12.6% | -17.2% |
| 6M | -10.4% | +15.7% | -26.1% | -15.2% |
| YTD | -26.8% | +19.6% | -46.3% | -32.6% |
| 1Y | -27.9% | +13.2% | -41.0% | -32.4% |
| 3Y | -38.7% | +77.0% | -115.6% | -51.1% |
| 5Y | -59.0% | +121.5% | -180.4% | -69.7% |
| All | -22.3% | +162.3% | -184.6% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling