-63.4%
PINS vs THC
+250.3%
-313.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.0% |
| 6M | +5.3% | +8.3% | -3.0% | +1.4% |
| YTD | -21.2% | +33.4% | -54.6% | -30.1% |
| 1Y | -45.0% | +37.7% | -82.7% | -52.3% |
| 3Y | -26.2% | +236.8% | -263.0% | -58.4% |
| All | -63.4% | +250.3% | -313.7% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling