-23.0%
PINS vs USHY
+41.3%
-64.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +4.1% |
| 7D | -9.9% | -0.7% | -9.2% | -8.1% |
| 30D | -20.9% | -0.5% | -20.4% | -19.8% |
| 3M | -13.7% | +0.5% | -14.3% | -14.8% |
| 6M | -3.0% | +1.5% | -4.5% | -6.8% |
| YTD | -27.5% | +1.7% | -29.2% | -30.7% |
| 1Y | -46.8% | +3.5% | -50.3% | -51.5% |
| 3Y | -31.8% | +27.2% | -59.0% | -63.2% |
| 5Y | -65.4% | +21.0% | -86.4% | -77.8% |
| All | -23.0% | +41.3% | -64.3% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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