-22.3%
PINS vs CAH
+636.3%
-658.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.6% |
| 7D | -2.1% | +8.5% | -10.5% | -4.1% |
| 30D | -6.6% | +17.0% | -23.7% | -10.4% |
| 3M | -18.7% | +14.6% | -33.3% | -21.6% |
| 6M | -10.4% | +42.5% | -52.9% | -18.6% |
| YTD | -26.8% | +33.5% | -60.2% | -32.9% |
| 1Y | -27.9% | +38.5% | -66.4% | -34.7% |
| 3Y | -38.7% | +179.0% | -217.7% | -56.6% |
| 5Y | -59.0% | +507.2% | -566.2% | -79.0% |
| All | -22.3% | +636.3% | -658.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling