-22.3%
PINS vs CHD
+62.5%
-84.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.7% |
| 7D | -2.1% | +2.0% | -4.0% | -2.5% |
| 30D | -6.6% | +13.0% | -19.6% | -9.4% |
| 3M | -18.7% | +6.1% | -24.8% | -19.9% |
| 6M | -10.4% | +15.9% | -26.3% | -13.5% |
| YTD | -26.8% | +31.6% | -58.4% | -32.2% |
| 1Y | -27.9% | +28.5% | -56.3% | -32.8% |
| 3Y | -38.7% | +30.5% | -69.1% | -45.7% |
| 5Y | -59.0% | +30.7% | -89.7% | -66.0% |
| All | -22.3% | +62.5% | -84.8% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling