-16.4%
PINS vs CHRW
+95.4%
-111.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.5% |
| 7D | -12.0% | -1.4% | -10.6% | -11.6% |
| 30D | -12.7% | -3.5% | -9.2% | -11.8% |
| 3M | -5.5% | -19.4% | +13.9% | -0.4% |
| 6M | +5.3% | -21.4% | +26.6% | +11.1% |
| YTD | -21.2% | -7.1% | -14.1% | -22.4% |
| 1Y | -45.0% | +17.8% | -62.9% | -51.2% |
| 3Y | -26.2% | +78.8% | -105.0% | -46.3% |
| 5Y | -64.0% | +83.5% | -147.5% | -74.7% |
| All | -16.4% | +95.4% | -111.8% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling