-22.3%
PINS vs CNH
+38.2%
-60.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -6.9% | -5.0% |
| 7D | -2.1% | -1.7% | -0.4% | -1.5% |
| 30D | -6.6% | -7.2% | +0.6% | -4.7% |
| 3M | -18.7% | +6.5% | -25.3% | -21.7% |
| 6M | -10.4% | +7.9% | -18.3% | -14.8% |
| YTD | -26.8% | +26.6% | -53.4% | -35.7% |
| 1Y | -27.9% | +13.8% | -41.6% | -34.3% |
| 3Y | -38.7% | +9.2% | -47.9% | -44.9% |
| 5Y | -59.0% | -15.6% | -43.4% | -60.6% |
| All | -22.3% | +38.2% | -60.5% | -30.4% |
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