-16.4%
PINS vs EFV
+125.0%
-141.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.0% |
| 7D | -12.0% | +1.5% | -13.5% | -13.4% |
| 30D | -12.7% | +1.7% | -14.4% | -14.2% |
| 3M | -5.5% | +8.6% | -14.2% | -13.2% |
| 6M | +5.3% | +11.7% | -6.4% | -6.9% |
| YTD | -21.2% | +19.3% | -40.5% | -35.6% |
| 1Y | -45.0% | +30.2% | -75.3% | -59.2% |
| 3Y | -26.2% | +91.6% | -117.8% | -64.3% |
| 5Y | -64.0% | +96.4% | -160.3% | -83.0% |
| All | -16.4% | +125.0% | -141.4% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling