-17.5%
PINS vs USFR
+22.7%
-40.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.2% |
| 7D | -5.2% | +0.1% | -5.3% | -5.1% |
| 30D | -14.9% | +0.3% | -15.3% | -14.5% |
| 3M | -8.4% | +1.0% | -9.4% | -7.1% |
| 6M | +0.6% | +1.9% | -1.3% | +3.6% |
| YTD | -22.2% | +2.7% | -24.9% | -19.0% |
| 1Y | -46.9% | +4.0% | -51.0% | -43.7% |
| 3Y | -26.9% | +14.0% | -40.9% | -11.8% |
| 5Y | -63.0% | +20.4% | -83.4% | -50.3% |
| All | -17.5% | +22.7% | -40.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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