-60.1%
PINS vs THC
+258.4%
-318.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +1.0% | +1.0% | 0.0% | +0.7% |
| 30D | -12.0% | +5.3% | -17.3% | -13.4% |
| 3M | -17.9% | +7.1% | -25.0% | -19.8% |
| 6M | -1.0% | +46.0% | -47.1% | -13.3% |
| YTD | -26.0% | +43.9% | -70.0% | -35.9% |
| 1Y | -28.5% | +45.4% | -73.9% | -38.6% |
| 3Y | -39.2% | +421.3% | -460.5% | -71.4% |
| All | -60.1% | +258.4% | -318.4% | -79.9% |
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