-63.4%
PINS vs CAH
+414.2%
-477.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -12.0% | +5.4% | -17.4% | -12.6% |
| 30D | -12.7% | +3.3% | -16.0% | -13.0% |
| 3M | -5.5% | +22.8% | -28.3% | -8.1% |
| 6M | +5.3% | +11.3% | -6.0% | +3.7% |
| YTD | -21.2% | +21.1% | -42.3% | -23.7% |
| 1Y | -45.0% | +67.2% | -112.3% | -50.5% |
| 3Y | -26.2% | +195.6% | -221.8% | -43.6% |
| All | -63.4% | +414.2% | -477.6% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling