+35.5%
HYG vs PINS
-23.0%
+58.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.1% | +0.4% |
| 7D | -0.2% | -13.9% | +13.7% | +0.7% |
| 30D | -0.1% | -25.0% | +24.9% | +1.6% |
| 3M | +0.7% | -16.6% | +17.3% | +1.6% |
| 6M | +1.5% | -7.0% | +8.5% | +1.6% |
| YTD | +1.9% | -29.4% | +31.3% | +3.5% |
| 1Y | +3.7% | -49.9% | +53.6% | +7.3% |
| 3Y | +26.5% | -33.6% | +60.1% | +26.6% |
| 5Y | +19.0% | -66.8% | +85.8% | +20.9% |
| All | +35.5% | -23.0% | +58.5% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling