-66.3%
PINS vs IJH
+47.0%
-113.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.2% | -7.9% |
| 7D | -13.9% | -0.7% | -13.1% | -13.0% |
| 30D | -25.0% | -3.8% | -21.1% | -21.3% |
| 3M | -16.6% | 0.0% | -16.6% | -16.9% |
| 6M | -7.0% | +8.8% | -15.7% | -17.1% |
| YTD | -29.4% | +13.5% | -42.9% | -41.1% |
| 1Y | -49.9% | +15.4% | -65.3% | -59.2% |
| 3Y | -33.6% | +50.9% | -84.6% | -63.9% |
| All | -66.3% | +47.0% | -113.3% | -81.5% |
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