-18.9%
PINS vs BAH
+79.7%
-98.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -7.1% |
| 7D | -0.7% | +6.0% | -6.7% | -2.5% |
| 30D | -1.2% | +31.1% | -32.3% | -9.4% |
| 3M | -15.3% | +25.2% | -40.4% | -21.3% |
| 6M | -11.2% | +18.9% | -30.1% | -16.5% |
| YTD | -23.6% | +8.3% | -31.9% | -26.8% |
| 1Y | -23.1% | +6.2% | -29.3% | -26.1% |
| 3Y | -36.0% | -22.8% | -13.3% | -37.0% |
| 5Y | -57.2% | +13.6% | -70.8% | -66.5% |
| All | -18.9% | +79.7% | -98.6% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling