-21.5%
PINS vs USFD
+204.1%
-225.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.0% | +1.7% | -0.7% | +0.3% |
| 30D | -12.0% | +10.2% | -22.2% | -15.5% |
| 3M | -17.9% | -1.5% | -16.4% | -17.5% |
| 6M | -1.0% | +27.3% | -28.4% | -11.0% |
| YTD | -26.0% | +44.0% | -70.0% | -38.3% |
| 1Y | -28.5% | +50.4% | -78.8% | -41.6% |
| 3Y | -39.2% | +153.6% | -192.8% | -60.7% |
| 5Y | -58.3% | +219.0% | -277.3% | -75.6% |
| All | -21.5% | +204.1% | -225.6% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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