-40.0%
PINS vs CHYM
-21.5%
-18.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -12.0% | +1.7% | -13.7% | -12.4% |
| 30D | -12.7% | +30.2% | -42.9% | -17.8% |
| 3M | -5.5% | +85.9% | -91.4% | -17.9% |
| 6M | +5.3% | +49.9% | -44.6% | -5.5% |
| YTD | -21.2% | +34.1% | -55.3% | -28.5% |
| 1Y | -45.0% | +37.0% | -82.1% | -49.6% |
| All | -40.0% | -21.5% | -18.5% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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