-16.4%
PINS vs USFR
+22.7%
-39.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.1% |
| 7D | -12.0% | +0.1% | -12.1% | -11.9% |
| 30D | -12.7% | +0.3% | -13.0% | -12.3% |
| 3M | -5.5% | +1.0% | -6.5% | -4.1% |
| 6M | +5.3% | +1.9% | +3.3% | +8.3% |
| YTD | -21.2% | +2.6% | -23.8% | -18.0% |
| 1Y | -45.0% | +4.0% | -49.0% | -41.8% |
| 3Y | -26.2% | +14.1% | -40.3% | -10.8% |
| 5Y | -64.0% | +20.4% | -84.4% | -51.6% |
| All | -16.4% | +22.7% | -39.1% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling