-16.4%
PINS vs BAH
+46.5%
-62.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -12.0% | -3.2% | -8.8% | -11.2% |
| 30D | -12.7% | +2.0% | -14.7% | -13.3% |
| 3M | -5.5% | -7.6% | +2.1% | -3.7% |
| 6M | +5.3% | -5.7% | +10.9% | +6.3% |
| YTD | -21.2% | -11.7% | -9.5% | -19.3% |
| 1Y | -45.0% | -27.4% | -17.7% | -40.6% |
| 3Y | -26.2% | -32.5% | +6.3% | -25.0% |
| 5Y | -64.0% | -3.3% | -60.6% | -70.7% |
| All | -16.4% | +46.5% | -62.9% | -47.4% |
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