-16.4%
PINS vs USFD
+191.8%
-208.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -12.0% | -3.0% | -9.0% | -10.9% |
| 30D | -12.7% | +3.5% | -16.2% | -14.0% |
| 3M | -5.5% | +26.6% | -32.1% | -14.7% |
| 6M | +5.3% | +11.7% | -6.4% | -0.7% |
| YTD | -21.2% | +38.1% | -59.3% | -33.1% |
| 1Y | -45.0% | +33.4% | -78.4% | -52.9% |
| 3Y | -26.2% | +155.8% | -182.0% | -52.6% |
| 5Y | -64.0% | +214.0% | -278.0% | -78.7% |
| All | -16.4% | +191.8% | -208.1% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling