-63.4%
PINS vs PHM
+145.9%
-209.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -12.0% | -3.2% | -8.8% | -10.8% |
| 30D | -12.7% | -6.4% | -6.2% | -10.2% |
| 3M | -5.5% | +5.5% | -11.0% | -8.3% |
| 6M | +5.3% | -5.4% | +10.7% | +6.5% |
| YTD | -21.2% | +6.6% | -27.8% | -25.8% |
| 1Y | -45.0% | -8.8% | -36.2% | -44.4% |
| 3Y | -26.2% | +54.1% | -80.3% | -49.9% |
| All | -63.4% | +145.9% | -209.4% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling