-16.4%
PINS vs EIX
+24.7%
-41.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -12.0% | -19.1% | +7.1% | -7.1% |
| 30D | -12.7% | -16.9% | +4.2% | -8.7% |
| 3M | -5.5% | -20.0% | +14.5% | -0.3% |
| 6M | +5.3% | -21.3% | +26.6% | +11.1% |
| YTD | -21.2% | -1.7% | -19.5% | -23.7% |
| 1Y | -45.0% | +9.6% | -54.6% | -49.1% |
| 3Y | -26.2% | -3.7% | -22.5% | -31.2% |
| 5Y | -64.0% | +22.6% | -86.6% | -70.5% |
| All | -16.4% | +24.7% | -41.0% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling