-57.3%
PINS vs ED
+82.4%
-139.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -9.4% | -0.9% | -8.5% | -9.5% |
| 30D | -10.2% | +11.2% | -21.4% | -8.1% |
| 3M | -19.0% | +11.8% | -30.8% | -17.0% |
| 6M | -7.4% | +14.1% | -21.5% | -4.4% |
| YTD | -25.7% | +23.0% | -48.7% | -22.5% |
| 1Y | -29.7% | +23.7% | -53.4% | -26.6% |
| 3Y | -38.1% | +47.7% | -85.8% | -36.1% |
| 5Y | -57.3% | +82.6% | -139.9% | -51.2% |
| All | -57.3% | +82.4% | -139.7% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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