-18.9%
PINS vs PH
+426.9%
-445.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.8% | -5.7% |
| 7D | -0.7% | -3.9% | +3.2% | +1.4% |
| 30D | -1.2% | -9.4% | +8.2% | +3.5% |
| 3M | -15.3% | -10.3% | -5.0% | -11.2% |
| 6M | -11.2% | +2.7% | -13.9% | -14.3% |
| YTD | -23.6% | +2.1% | -25.7% | -27.3% |
| 1Y | -23.1% | +16.2% | -39.4% | -32.2% |
| 3Y | -36.0% | +129.3% | -165.3% | -62.4% |
| 5Y | -57.2% | +191.7% | -248.9% | -78.6% |
| All | -18.9% | +426.9% | -445.8% | -69.6% |
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