-59.3%
PINS vs BAH
+8.3%
-67.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.3% | -3.4% |
| 7D | -2.1% | -3.5% | +1.5% | -1.4% |
| 30D | -6.6% | +24.3% | -30.9% | -10.7% |
| 3M | -18.7% | +16.3% | -35.1% | -21.3% |
| 6M | -10.4% | +13.6% | -24.0% | -13.1% |
| YTD | -26.8% | +3.5% | -30.3% | -28.0% |
| 1Y | -27.9% | +2.7% | -30.6% | -29.1% |
| 3Y | -38.7% | -26.6% | -12.1% | -39.9% |
| All | -59.3% | +8.3% | -67.5% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling