-22.3%
PINS vs USFD
+199.1%
-221.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -2.1% | +3.0% | -5.0% | -3.2% |
| 30D | -6.6% | +11.1% | -17.7% | -10.6% |
| 3M | -18.7% | -0.3% | -18.5% | -18.7% |
| 6M | -10.4% | +15.9% | -26.3% | -16.4% |
| YTD | -26.8% | +41.6% | -68.4% | -38.5% |
| 1Y | -27.9% | +49.4% | -77.3% | -41.0% |
| 3Y | -38.7% | +157.8% | -196.5% | -60.7% |
| 5Y | -59.0% | +176.6% | -235.6% | -74.7% |
| All | -22.3% | +199.1% | -221.4% | -57.7% |
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