+18.3%
HYG vs PINS
-64.9%
+83.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.1% |
| 7D | -0.7% | -6.6% | +5.9% | -0.4% |
| 30D | -0.7% | -16.8% | +16.1% | +0.2% |
| 3M | -0.2% | -11.4% | +11.2% | +0.3% |
| 6M | +1.4% | -1.7% | +3.1% | +1.2% |
| YTD | +1.5% | -26.4% | +27.9% | +2.7% |
| 1Y | +2.9% | -45.5% | +48.4% | +5.8% |
| 3Y | +25.6% | -31.7% | +57.4% | +25.3% |
| All | +18.3% | -64.9% | +83.1% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling