-17.5%
PINS vs PHM
+331.7%
-349.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.3% |
| 7D | -5.2% | -2.5% | -2.7% | -4.2% |
| 30D | -14.9% | -9.7% | -5.3% | -11.0% |
| 3M | -8.4% | +2.2% | -10.6% | -10.0% |
| 6M | +0.6% | -5.7% | +6.3% | +1.9% |
| YTD | -22.2% | +2.8% | -25.0% | -25.5% |
| 1Y | -46.9% | -14.4% | -32.5% | -44.7% |
| 3Y | -26.9% | +52.2% | -79.1% | -46.8% |
| 5Y | -63.0% | +154.3% | -217.2% | -80.4% |
| All | -17.5% | +331.7% | -349.1% | -66.1% |
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