-38.7%
PINS vs THC
+413.3%
-452.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.0% |
| 7D | -2.1% | +3.7% | -5.8% | -2.6% |
| 30D | -6.6% | +9.0% | -15.7% | -7.8% |
| 3M | -18.7% | +10.4% | -29.1% | -20.0% |
| 6M | -10.4% | +45.7% | -56.1% | -15.7% |
| YTD | -26.8% | +42.6% | -69.3% | -31.3% |
| 1Y | -27.9% | +38.8% | -66.6% | -32.1% |
| 3Y | -38.7% | +418.8% | -457.5% | -56.7% |
| All | -38.7% | +413.3% | -452.0% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling