-24.0%
PINS vs GEHC
+30.8%
-54.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -3.4% | -2.3% | -1.1% | -2.6% |
| 30D | -14.5% | +19.0% | -33.6% | -19.3% |
| 3M | -16.5% | +13.3% | -29.8% | -19.9% |
| 6M | -7.0% | +31.5% | -38.5% | -15.4% |
| YTD | -26.1% | 0.0% | -26.1% | -27.1% |
| 1Y | -30.0% | +9.4% | -39.4% | -33.5% |
| 3Y | -38.5% | +18.3% | -56.8% | -45.7% |
| All | -24.0% | +30.8% | -54.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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