-22.3%
PINS vs ECL
+78.8%
-101.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.1% |
| 7D | -2.1% | -0.8% | -1.3% | -1.4% |
| 30D | -6.6% | +8.1% | -14.8% | -11.0% |
| 3M | -18.7% | +6.4% | -25.1% | -21.8% |
| 6M | -10.4% | +14.8% | -25.2% | -18.2% |
| YTD | -26.8% | +15.5% | -42.2% | -34.3% |
| 1Y | -27.9% | +20.1% | -48.0% | -37.0% |
| 3Y | -38.7% | +77.8% | -116.4% | -60.4% |
| 5Y | -59.0% | +37.9% | -96.8% | -69.3% |
| All | -22.3% | +78.8% | -101.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling