-16.4%
PINS vs PFGC
+140.6%
-157.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -12.0% | -2.2% | -9.8% | -11.3% |
| 30D | -12.7% | -11.9% | -0.7% | -8.8% |
| 3M | -5.5% | +5.0% | -10.5% | -7.2% |
| 6M | +5.3% | +8.6% | -3.3% | +1.5% |
| YTD | -21.2% | +9.7% | -30.9% | -25.1% |
| 1Y | -45.0% | -6.3% | -38.8% | -44.7% |
| 3Y | -26.2% | +58.2% | -84.4% | -38.6% |
| 5Y | -64.0% | +110.4% | -174.4% | -72.7% |
| All | -16.4% | +140.6% | -157.0% | -40.5% |
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