-21.9%
PINS vs THC
+1,151.1%
-1,173.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -6.2% | +7.5% | -13.6% | -8.0% |
| 30D | -10.9% | +9.6% | -20.5% | -13.1% |
| 3M | -19.5% | +10.3% | -29.8% | -21.9% |
| 6M | -10.4% | +51.8% | -62.2% | -21.2% |
| YTD | -26.4% | +45.4% | -71.8% | -35.3% |
| 1Y | -29.6% | +40.8% | -70.4% | -37.9% |
| 3Y | -39.0% | +448.8% | -487.8% | -65.6% |
| 5Y | -59.1% | +263.4% | -322.5% | -75.2% |
| All | -21.9% | +1,151.1% | -1,173.0% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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