-63.4%
PINS vs CNH
+11.5%
-74.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -3.4% |
| 7D | -12.0% | +23.3% | -35.3% | -17.7% |
| 30D | -12.7% | +33.5% | -46.1% | -20.5% |
| 3M | -5.5% | +32.7% | -38.2% | -14.1% |
| 6M | +5.3% | +22.2% | -16.9% | -2.8% |
| YTD | -21.2% | +57.7% | -78.9% | -34.9% |
| 1Y | -45.0% | +28.0% | -73.0% | -50.8% |
| 3Y | -26.2% | +11.5% | -37.8% | -31.7% |
| All | -63.4% | +11.5% | -74.9% | -68.9% |
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