-57.3%
PINS vs PH
+215.8%
-273.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | -9.4% | +6.9% | -16.3% | -12.5% |
| 30D | -10.2% | +1.7% | -11.9% | -11.5% |
| 3M | -19.0% | -8.1% | -10.9% | -15.9% |
| 6M | -7.4% | +11.5% | -18.9% | -14.7% |
| YTD | -25.7% | +11.4% | -37.1% | -33.1% |
| 1Y | -29.7% | +14.1% | -43.8% | -37.7% |
| 3Y | -38.1% | +138.2% | -176.4% | -67.4% |
| 5Y | -57.3% | +216.0% | -273.3% | -84.4% |
| All | -57.3% | +215.8% | -273.1% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling