-21.9%
PINS vs PHM
+389.6%
-411.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -0.6% |
| 7D | -6.2% | +3.5% | -9.7% | -7.6% |
| 30D | -10.9% | +21.2% | -32.1% | -18.4% |
| 3M | -19.5% | +2.5% | -22.0% | -20.8% |
| 6M | -10.4% | +16.1% | -26.5% | -17.3% |
| YTD | -26.4% | +16.6% | -43.0% | -33.7% |
| 1Y | -29.6% | +14.4% | -44.1% | -36.2% |
| 3Y | -39.0% | +71.9% | -110.9% | -58.1% |
| 5Y | -59.1% | +174.3% | -233.5% | -79.1% |
| All | -21.9% | +389.6% | -411.5% | -69.8% |
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