-21.5%
PINS vs EAT
+397.0%
-418.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.0% | -4.0% | +5.0% | +2.1% |
| 30D | -12.0% | -2.9% | -9.1% | -11.6% |
| 3M | -17.9% | -16.9% | -1.0% | -14.2% |
| 6M | -1.0% | +57.0% | -58.0% | -14.5% |
| YTD | -26.0% | +38.2% | -64.2% | -34.8% |
| 1Y | -28.5% | +69.3% | -97.7% | -40.9% |
| 3Y | -39.2% | +483.0% | -522.2% | -66.6% |
| 5Y | -58.3% | +364.1% | -422.5% | -76.8% |
| All | -21.5% | +397.0% | -418.5% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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