-16.4%
PINS vs IJH
+116.8%
-133.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -12.7% | -1.5% | -11.2% | -11.3% |
| 3M | -5.5% | +0.8% | -6.3% | -6.7% |
| 6M | +5.3% | +7.6% | -2.3% | -4.2% |
| YTD | -21.2% | +15.5% | -36.7% | -34.3% |
| 1Y | -45.0% | +16.9% | -61.9% | -54.8% |
| 3Y | -26.2% | +48.1% | -74.3% | -54.5% |
| 5Y | -64.0% | +47.8% | -111.8% | -76.9% |
| All | -16.4% | +116.8% | -133.2% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling