-59.1%
PINS vs RJF
+80.1%
-139.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -1.3% |
| 7D | -6.2% | +3.4% | -9.5% | -7.9% |
| 30D | -10.9% | +5.9% | -16.9% | -14.0% |
| 3M | -19.5% | -4.6% | -14.9% | -17.3% |
| 6M | -10.4% | +9.5% | -19.9% | -15.7% |
| YTD | -26.4% | +6.0% | -32.4% | -30.2% |
| 1Y | -29.6% | +4.3% | -34.0% | -32.6% |
| 3Y | -39.0% | +76.6% | -115.6% | -60.1% |
| 5Y | -59.1% | +80.6% | -139.7% | -74.6% |
| All | -59.1% | +80.1% | -139.3% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling