-21.6%
PINS vs THC
+1,141.8%
-1,163.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -14.5% | +7.5% | -22.0% | -16.2% |
| 3M | -16.5% | +7.5% | -24.0% | -18.4% |
| 6M | -7.0% | +46.4% | -53.5% | -17.3% |
| YTD | -26.1% | +44.4% | -70.5% | -35.0% |
| 1Y | -30.0% | +43.4% | -73.5% | -38.5% |
| 3Y | -38.5% | +433.3% | -471.8% | -65.0% |
| 5Y | -58.4% | +262.5% | -320.9% | -74.7% |
| All | -21.6% | +1,141.8% | -1,163.5% | -70.1% |
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