-21.5%
PINS vs CAH
+661.8%
-683.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +1.0% | +3.5% | -2.4% | +0.1% |
| 30D | -12.0% | +13.5% | -25.5% | -14.8% |
| 3M | -17.9% | +21.8% | -39.7% | -22.0% |
| 6M | -1.0% | +51.5% | -52.6% | -11.4% |
| YTD | -26.0% | +38.1% | -64.1% | -32.8% |
| 1Y | -28.5% | +37.7% | -66.2% | -35.0% |
| 3Y | -39.2% | +179.6% | -218.8% | -56.8% |
| 5Y | -58.3% | +504.9% | -563.3% | -78.6% |
| All | -21.5% | +661.8% | -683.3% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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