-16.4%
PINS vs EFX
+50.4%
-66.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | +1.4% |
| 7D | -12.0% | -8.6% | -3.4% | -7.5% |
| 30D | -12.7% | +0.1% | -12.8% | -13.0% |
| 3M | -5.5% | +3.8% | -9.4% | -8.6% |
| 6M | +5.3% | -13.5% | +18.8% | +12.3% |
| YTD | -21.2% | -17.7% | -3.5% | -14.5% |
| 1Y | -45.0% | -25.6% | -19.5% | -37.3% |
| 3Y | -26.2% | -12.1% | -14.1% | -29.8% |
| 5Y | -64.0% | -33.8% | -30.1% | -60.2% |
| All | -16.4% | +50.4% | -66.8% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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