-59.3%
PINS vs CNH
-14.7%
-44.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -6.9% | -4.9% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | -6.6% | -7.2% | +0.6% | -4.9% |
| 3M | -18.7% | +6.5% | -25.3% | -21.6% |
| 6M | -10.4% | +7.9% | -18.3% | -14.5% |
| YTD | -26.8% | +26.6% | -53.4% | -36.0% |
| 1Y | -27.9% | +13.8% | -41.6% | -34.4% |
| 3Y | -38.7% | +9.2% | -47.9% | -45.1% |
| All | -59.3% | -14.7% | -44.6% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling