-25.1%
PINS vs RJF
+231.4%
-256.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.6% | -8.9% |
| 7D | -13.9% | -0.3% | -13.6% | -13.7% |
| 30D | -25.0% | -2.0% | -23.0% | -24.2% |
| 3M | -16.6% | +16.3% | -32.9% | -23.3% |
| 6M | -7.0% | +16.9% | -23.9% | -14.9% |
| YTD | -29.4% | +10.4% | -39.8% | -33.9% |
| 1Y | -49.9% | +7.4% | -57.3% | -52.5% |
| 3Y | -33.6% | +72.2% | -105.9% | -52.2% |
| 5Y | -66.8% | +105.1% | -171.9% | -78.3% |
| All | -25.1% | +231.4% | -256.5% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling