-21.2%
PINS vs EL
-27.2%
+6.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.9% |
| 7D | -9.4% | +0.3% | -9.6% | -9.5% |
| 30D | -10.2% | +12.3% | -22.5% | -14.7% |
| 3M | -19.0% | +28.4% | -47.4% | -28.1% |
| 6M | -7.4% | +36.7% | -44.1% | -20.5% |
| YTD | -25.7% | +8.4% | -34.1% | -31.6% |
| 1Y | -29.7% | +25.4% | -55.1% | -39.8% |
| 3Y | -38.1% | +3.4% | -41.5% | -49.6% |
| 5Y | -57.3% | -64.8% | +7.5% | -29.3% |
| All | -21.2% | -27.2% | +6.0% | -27.1% |
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