-16.4%
PINS vs THC
+1,047.4%
-1,063.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -12.0% | -0.7% | -11.4% | -11.9% |
| 30D | -12.7% | +1.3% | -13.9% | -13.1% |
| 3M | -5.5% | +64.2% | -69.8% | -18.3% |
| 6M | +5.3% | +8.3% | -3.0% | +1.6% |
| YTD | -21.2% | +33.4% | -54.6% | -29.0% |
| 1Y | -45.0% | +37.7% | -82.7% | -51.3% |
| 3Y | -26.2% | +236.8% | -263.0% | -52.0% |
| 5Y | -64.0% | +249.3% | -313.2% | -77.8% |
| All | -16.4% | +1,047.4% | -1,063.8% | -67.3% |
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