-21.9%
PINS vs EL
-26.6%
+4.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.7% |
| 7D | -6.2% | +8.0% | -14.2% | -9.2% |
| 30D | -10.9% | +15.4% | -26.3% | -16.4% |
| 3M | -19.5% | +28.5% | -48.0% | -28.6% |
| 6M | -10.4% | +32.2% | -42.6% | -21.9% |
| YTD | -26.4% | +9.2% | -35.6% | -32.4% |
| 1Y | -29.6% | +30.8% | -60.4% | -40.9% |
| 3Y | -39.0% | +3.7% | -42.7% | -50.4% |
| 5Y | -59.1% | -64.8% | +5.7% | -32.1% |
| All | -21.9% | -26.6% | +4.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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