-10.4%
PINS vs ED
+10.4%
-20.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -4.6% |
| 7D | -2.1% | +1.6% | -3.7% | -1.7% |
| 30D | -6.6% | +13.3% | -19.9% | -2.8% |
| 3M | -18.7% | +9.7% | -28.4% | -16.2% |
| 6M | -10.4% | +12.8% | -23.2% | -4.8% |
| All | -10.4% | +10.4% | -20.8% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling