-16.4%
PINS vs PH
+468.4%
-484.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -12.0% | -3.1% | -9.0% | -10.6% |
| 30D | -12.7% | -3.2% | -9.4% | -11.5% |
| 3M | -5.5% | +10.6% | -16.1% | -11.5% |
| 6M | +5.3% | -2.1% | +7.4% | +4.1% |
| YTD | -21.2% | +10.2% | -31.4% | -27.5% |
| 1Y | -45.0% | +28.2% | -73.3% | -53.8% |
| 3Y | -26.2% | +134.9% | -161.1% | -56.9% |
| 5Y | -64.0% | +253.6% | -317.6% | -83.7% |
| All | -16.4% | +468.4% | -484.8% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling