-60.1%
PINS vs IJH
+36.2%
-96.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.0% | +2.3% | -1.3% | -1.9% |
| 30D | -12.0% | +2.1% | -14.1% | -14.2% |
| 3M | -17.9% | -5.7% | -12.2% | -11.9% |
| 6M | -1.0% | +1.4% | -2.5% | -3.4% |
| YTD | -26.0% | +12.6% | -38.7% | -37.7% |
| 1Y | -28.5% | +16.1% | -44.6% | -42.1% |
| 3Y | -39.2% | +57.8% | -97.0% | -69.1% |
| All | -60.1% | +36.2% | -96.2% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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