-29.1%
PINS vs ECL
+57.4%
-86.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -12.0% | -2.6% | -9.4% | -11.1% |
| 30D | -12.7% | -2.2% | -10.5% | -11.9% |
| 3M | -5.5% | +10.1% | -15.6% | -9.1% |
| 6M | +5.3% | -5.7% | +11.0% | +7.8% |
| YTD | -21.2% | +7.0% | -28.2% | -24.6% |
| 1Y | -45.0% | +2.7% | -47.7% | -46.3% |
| All | -29.1% | +57.4% | -86.5% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling