-22.3%
PINS vs USFR
+23.6%
-45.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -2.1% | +0.1% | -2.2% | -1.9% |
| 30D | -6.6% | +0.4% | -7.0% | -6.1% |
| 3M | -18.7% | +1.1% | -19.8% | -17.4% |
| 6M | -10.4% | +2.1% | -12.4% | -7.7% |
| YTD | -26.8% | +3.4% | -30.2% | -22.9% |
| 1Y | -27.9% | +4.1% | -32.0% | -23.3% |
| 3Y | -38.7% | +14.4% | -53.1% | -25.9% |
| 5Y | -59.0% | +21.3% | -80.3% | -44.3% |
| All | -22.3% | +23.6% | -45.9% | +46.2% |
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