-21.5%
PINS vs CNH
+42.4%
-63.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +1.0% | +3.0% | -2.0% | -0.2% |
| 30D | -12.0% | -0.6% | -11.4% | -12.1% |
| 3M | -17.9% | +14.6% | -32.5% | -22.8% |
| 6M | -1.0% | +11.8% | -12.8% | -7.1% |
| YTD | -26.0% | +30.4% | -56.5% | -35.8% |
| 1Y | -28.5% | +19.1% | -47.5% | -35.9% |
| 3Y | -39.2% | +30.2% | -69.4% | -48.8% |
| 5Y | -58.3% | -17.8% | -40.5% | -59.6% |
| All | -21.5% | +42.4% | -63.9% | -30.5% |
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