-72.4%
PINS vs ALHC
-61.8%
-10.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -6.2% | +3.9% | -10.0% | -6.7% |
| 30D | -10.9% | -3.6% | -7.3% | -10.5% |
| 3M | -19.5% | -49.4% | +29.9% | -11.8% |
| 6M | -10.4% | -59.5% | +49.1% | -0.5% |
| YTD | -26.4% | -63.2% | +36.8% | -17.6% |
| 1Y | -29.6% | -55.5% | +25.8% | -24.0% |
| 3Y | -39.0% | +23.0% | -62.0% | -52.4% |
| 5Y | -59.1% | -65.7% | +6.6% | -60.3% |
| All | -72.4% | -61.8% | -10.6% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling