-17.5%
PINS vs CHD
+43.5%
-60.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -0.8% |
| 7D | -5.2% | -2.9% | -2.3% | -4.6% |
| 30D | -14.9% | -6.2% | -8.7% | -13.6% |
| 3M | -8.4% | +1.6% | -10.0% | -8.7% |
| 6M | +0.6% | -3.5% | +4.2% | +1.4% |
| YTD | -22.2% | +16.2% | -38.4% | -25.8% |
| 1Y | -46.9% | +3.4% | -50.3% | -47.8% |
| 3Y | -26.9% | +4.6% | -31.5% | -30.7% |
| 5Y | -63.0% | +21.1% | -84.1% | -69.4% |
| All | -17.5% | +43.5% | -60.9% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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