-22.3%
PINS vs CHRW
+65.9%
-88.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.5% |
| 7D | -2.1% | +0.6% | -2.6% | -2.1% |
| 30D | -6.6% | -7.3% | +0.6% | -4.8% |
| 3M | -18.7% | -14.2% | -4.6% | -15.7% |
| 6M | -10.4% | -25.1% | +14.7% | -4.7% |
| YTD | -26.8% | -21.2% | -5.6% | -24.9% |
| 1Y | -27.9% | -14.2% | -13.7% | -28.4% |
| 3Y | -38.7% | +63.5% | -102.2% | -55.0% |
| 5Y | -59.0% | +49.6% | -108.6% | -69.4% |
| All | -22.3% | +65.9% | -88.2% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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