-21.5%
PINS vs CHTR
-62.3%
+40.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -1.5% |
| 7D | +1.0% | +17.2% | -16.2% | -5.3% |
| 30D | -12.0% | +31.6% | -43.6% | -21.5% |
| 3M | -17.9% | -11.6% | -6.3% | -14.9% |
| 6M | -1.0% | -3.3% | +2.2% | -2.1% |
| YTD | -26.0% | -33.7% | +7.7% | -18.6% |
| 1Y | -28.5% | -32.4% | +4.0% | -22.0% |
| 3Y | -39.2% | -65.9% | +26.8% | -15.7% |
| 5Y | -58.3% | -79.9% | +21.6% | -11.5% |
| All | -21.5% | -62.3% | +40.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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