-21.9%
PINS vs EIX
+34.2%
-56.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -10.9% | +8.8% | -19.7% | -13.1% |
| 3M | -19.5% | -10.9% | -8.6% | -17.6% |
| 6M | -10.4% | -10.3% | -0.1% | -8.9% |
| YTD | -26.4% | +5.8% | -32.2% | -30.2% |
| 1Y | -29.6% | +11.4% | -41.0% | -34.6% |
| 3Y | -39.0% | +11.1% | -50.1% | -45.9% |
| 5Y | -59.1% | +18.5% | -77.6% | -65.5% |
| All | -21.9% | +34.2% | -56.1% | -37.9% |
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