-22.3%
PINS vs EIX
+34.4%
-56.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.9% | +1.0% | -7.9% | -7.1% |
| 30D | -11.4% | +8.9% | -20.3% | -13.6% |
| 3M | -22.2% | -9.8% | -12.5% | -20.7% |
| 6M | -10.9% | -10.2% | -0.7% | -9.4% |
| YTD | -26.8% | +5.9% | -32.7% | -30.6% |
| 1Y | -29.8% | +10.9% | -40.7% | -34.7% |
| 3Y | -39.0% | +10.2% | -49.2% | -45.7% |
| 5Y | -58.7% | +17.0% | -75.7% | -64.9% |
| All | -22.3% | +34.4% | -56.7% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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