-60.1%
PINS vs ECL
+38.6%
-98.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.9% |
| 7D | +1.0% | +2.9% | -1.9% | -0.9% |
| 30D | -12.0% | +7.5% | -19.5% | -16.1% |
| 3M | -17.9% | +12.2% | -30.1% | -24.0% |
| 6M | -1.0% | +24.6% | -25.6% | -15.1% |
| YTD | -26.0% | +18.8% | -44.8% | -35.6% |
| 1Y | -28.5% | +19.3% | -47.8% | -38.1% |
| 3Y | -39.2% | +78.2% | -117.4% | -64.5% |
| All | -60.1% | +38.6% | -98.7% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling