-30.0%
PINS vs PH
+12.0%
-42.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.8% |
| 7D | -3.4% | +7.4% | -10.7% | -2.4% |
| 30D | -14.5% | +0.5% | -15.0% | -14.4% |
| 3M | -16.5% | -10.2% | -6.3% | -18.4% |
| 6M | -7.0% | +8.9% | -15.9% | -5.7% |
| YTD | -26.1% | +9.7% | -35.8% | -30.8% |
| 1Y | -30.0% | +12.8% | -42.8% | -35.3% |
| All | -30.0% | +12.0% | -42.0% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling