-21.2%
PINS vs BAH
+74.8%
-96.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -9.4% | -1.6% | -7.8% | -9.0% |
| 30D | -10.2% | +18.0% | -28.2% | -14.9% |
| 3M | -19.0% | +11.4% | -30.5% | -22.1% |
| 6M | -7.4% | +17.7% | -25.1% | -12.6% |
| YTD | -25.7% | +5.4% | -31.1% | -28.2% |
| 1Y | -29.7% | +2.8% | -32.5% | -31.7% |
| 3Y | -38.1% | -26.7% | -11.5% | -37.8% |
| 5Y | -57.3% | +8.1% | -65.3% | -65.8% |
| All | -21.2% | +74.8% | -96.0% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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