-22.3%
PINS vs ECL
+82.0%
-104.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.4% |
| 7D | -6.9% | +0.4% | -7.4% | -7.1% |
| 30D | -11.4% | +8.6% | -20.0% | -15.9% |
| 3M | -22.2% | +7.9% | -30.1% | -25.8% |
| 6M | -10.9% | +21.0% | -31.9% | -21.3% |
| YTD | -26.8% | +17.5% | -44.3% | -35.0% |
| 1Y | -29.8% | +19.7% | -49.5% | -38.6% |
| 3Y | -39.0% | +77.4% | -116.4% | -60.5% |
| 5Y | -58.7% | +38.7% | -97.4% | -69.2% |
| All | -22.3% | +82.0% | -104.3% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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