-17.5%
PINS vs ECL
+65.0%
-82.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -5.2% | -0.8% | -4.5% | -4.8% |
| 30D | -14.9% | -2.5% | -12.5% | -13.6% |
| 3M | -8.4% | +8.3% | -16.7% | -13.2% |
| 6M | +0.6% | -1.1% | +1.7% | +0.4% |
| YTD | -22.2% | +6.5% | -28.7% | -26.6% |
| 1Y | -46.9% | +2.1% | -49.0% | -48.7% |
| 3Y | -26.9% | +57.6% | -84.5% | -48.7% |
| 5Y | -63.0% | +28.1% | -91.0% | -71.0% |
| All | -17.5% | +65.0% | -82.4% | -46.2% |
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