-26.9%
PINS vs RJF
+76.7%
-103.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -5.2% | +1.8% | -7.0% | -6.0% |
| 30D | -14.9% | 0.0% | -14.9% | -15.0% |
| 3M | -8.4% | +18.0% | -26.4% | -15.5% |
| 6M | +0.6% | +17.0% | -16.3% | -7.0% |
| YTD | -22.2% | +11.1% | -33.3% | -27.0% |
| 1Y | -46.9% | +8.0% | -54.9% | -49.5% |
| 3Y | -26.9% | +73.3% | -100.2% | -40.9% |
| All | -26.9% | +76.7% | -103.6% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling