-29.7%
PINS vs CNH
+31.1%
-60.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.6% |
| 7D | -9.4% | +6.7% | -16.0% | -8.9% |
| 30D | -10.2% | +7.2% | -17.4% | -9.6% |
| 3M | -19.0% | +17.5% | -36.5% | -18.4% |
| 6M | -7.4% | +15.0% | -22.3% | -6.4% |
| YTD | -25.7% | +36.8% | -62.5% | -30.2% |
| 1Y | -29.7% | +27.6% | -57.4% | -32.7% |
| All | -29.7% | +31.1% | -60.8% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling