-17.5%
PINS vs EFV
+123.5%
-140.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.6% |
| 7D | -5.2% | +1.0% | -6.2% | -6.2% |
| 30D | -14.9% | +0.2% | -15.1% | -15.1% |
| 3M | -8.4% | +9.6% | -18.0% | -16.7% |
| 6M | +0.6% | +14.0% | -13.4% | -12.8% |
| YTD | -22.2% | +18.5% | -40.7% | -36.0% |
| 1Y | -46.9% | +27.9% | -74.8% | -59.9% |
| 3Y | -26.9% | +92.4% | -119.3% | -64.8% |
| 5Y | -63.0% | +97.2% | -160.2% | -82.6% |
| All | -17.5% | +123.5% | -140.9% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling