-18.9%
PINS vs CNH
+34.5%
-53.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.8% | -5.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -1.2% | -15.2% | +14.0% | +3.6% |
| 3M | -15.3% | +4.3% | -19.5% | -17.8% |
| 6M | -11.2% | +10.1% | -21.2% | -16.2% |
| YTD | -23.6% | +23.2% | -46.8% | -32.3% |
| 1Y | -23.1% | +8.5% | -31.6% | -28.9% |
| 3Y | -36.0% | +4.1% | -40.1% | -41.6% |
| 5Y | -57.2% | -17.8% | -39.3% | -58.5% |
| All | -18.9% | +34.5% | -53.4% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling