-21.9%
PINS vs USFR
+23.6%
-45.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.2% | +0.1% | -6.2% | -6.1% |
| 30D | -10.9% | +0.4% | -11.3% | -10.5% |
| 3M | -19.5% | +1.1% | -20.6% | -18.2% |
| 6M | -10.4% | +2.0% | -12.4% | -7.7% |
| YTD | -26.4% | +3.4% | -29.8% | -22.5% |
| 1Y | -29.6% | +4.1% | -33.7% | -25.2% |
| 3Y | -39.0% | +14.3% | -53.4% | -26.4% |
| 5Y | -59.1% | +21.3% | -80.4% | -44.5% |
| All | -21.9% | +23.6% | -45.5% | +47.0% |
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