-18.9%
PINS vs THC
+1,140.1%
-1,159.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.8% | -6.2% |
| 7D | -0.7% | +5.9% | -6.5% | -2.2% |
| 30D | -1.2% | +10.8% | -12.0% | -3.9% |
| 3M | -15.3% | +9.4% | -24.7% | -17.6% |
| 6M | -11.2% | +53.3% | -64.4% | -22.1% |
| YTD | -23.6% | +44.2% | -67.7% | -32.7% |
| 1Y | -23.1% | +37.3% | -60.5% | -31.7% |
| 3Y | -36.0% | +421.6% | -457.6% | -63.4% |
| 5Y | -57.2% | +279.8% | -337.0% | -74.3% |
| All | -18.9% | +1,140.1% | -1,159.0% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling