-21.9%
PINS vs CNH
+53.3%
-75.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.4% | -2.7% |
| 7D | -6.2% | +8.6% | -14.7% | -8.6% |
| 30D | -10.9% | +12.6% | -23.5% | -14.3% |
| 3M | -19.5% | +17.5% | -37.0% | -24.9% |
| 6M | -10.4% | +18.1% | -28.5% | -17.2% |
| YTD | -26.4% | +40.4% | -66.8% | -37.5% |
| 1Y | -29.6% | +34.0% | -63.6% | -39.3% |
| 3Y | -39.0% | +35.3% | -74.3% | -49.1% |
| 5Y | -59.1% | -5.1% | -54.0% | -62.2% |
| All | -21.9% | +53.3% | -75.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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