+25.6%
HYG vs PINS
-30.9%
+56.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.1% |
| 7D | -0.7% | -6.6% | +5.9% | -0.5% |
| 30D | -0.7% | -16.8% | +16.1% | -0.2% |
| 3M | -0.2% | -11.4% | +11.2% | +0.1% |
| 6M | +1.4% | -1.7% | +3.1% | +1.3% |
| YTD | +1.5% | -26.4% | +27.9% | +2.3% |
| 1Y | +2.9% | -45.5% | +48.4% | +4.8% |
| 3Y | +25.6% | -31.7% | +57.4% | +25.7% |
| All | +25.6% | -30.9% | +56.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 3y: compounded portfolio wealth divided by compounded PINS 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…
3y analysis · Full analysis span regression · 6 months rolling