-45.0%
PINS vs RJF
+7.8%
-52.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | -12.0% | -0.6% | -11.4% | -11.9% |
| 30D | -12.7% | -1.3% | -11.4% | -12.4% |
| 3M | -5.5% | +18.9% | -24.4% | -10.3% |
| 6M | +5.3% | +15.0% | -9.8% | +0.3% |
| YTD | -21.2% | +12.2% | -33.4% | -25.9% |
| 1Y | -45.0% | +5.6% | -50.7% | -47.6% |
| All | -45.0% | +7.8% | -52.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling