-21.6%
PINS vs PHM
+357.2%
-378.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | -3.4% | -6.1% | +2.7% | -0.7% |
| 30D | -14.5% | +13.7% | -28.3% | -19.5% |
| 3M | -16.5% | -1.5% | -15.0% | -16.4% |
| 6M | -7.0% | +11.3% | -18.3% | -12.6% |
| YTD | -26.1% | +8.9% | -35.1% | -31.5% |
| 1Y | -30.0% | +6.1% | -36.1% | -34.4% |
| 3Y | -38.5% | +57.7% | -96.1% | -56.0% |
| 5Y | -58.4% | +159.0% | -217.4% | -78.2% |
| All | -21.6% | +357.2% | -378.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling