-21.5%
PINS vs CHRW
+78.0%
-99.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +1.0% | +7.3% | -6.3% | -1.1% |
| 30D | -12.0% | -3.6% | -8.4% | -11.3% |
| 3M | -17.9% | -9.6% | -8.3% | -16.1% |
| 6M | -1.0% | -17.0% | +16.0% | +1.8% |
| YTD | -26.0% | -15.4% | -10.6% | -25.7% |
| 1Y | -28.5% | -10.0% | -18.5% | -29.9% |
| 3Y | -39.2% | +82.2% | -121.3% | -57.1% |
| 5Y | -58.3% | +59.4% | -117.7% | -69.5% |
| All | -21.5% | +78.0% | -99.5% | -56.5% |
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