-21.2%
PINS vs ECL
+83.1%
-104.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | -9.4% | -2.3% | -7.1% | -8.0% |
| 30D | -10.2% | +8.3% | -18.5% | -14.5% |
| 3M | -19.0% | +8.4% | -27.5% | -23.0% |
| 6M | -7.4% | +23.3% | -30.6% | -19.1% |
| YTD | -25.7% | +18.2% | -43.9% | -34.3% |
| 1Y | -29.7% | +18.8% | -48.5% | -38.2% |
| 3Y | -38.1% | +78.5% | -116.6% | -60.0% |
| 5Y | -57.3% | +40.1% | -97.3% | -68.4% |
| All | -21.2% | +83.1% | -104.3% | -51.8% |
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