-38.7%
PINS vs EL
+3.8%
-42.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -4.7% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | -6.6% | +16.5% | -23.2% | -9.6% |
| 3M | -18.7% | +29.2% | -47.9% | -23.3% |
| 6M | -10.4% | +27.9% | -38.3% | -15.5% |
| YTD | -26.8% | +6.2% | -33.0% | -29.4% |
| 1Y | -27.9% | +27.2% | -55.0% | -33.1% |
| 3Y | -38.7% | +3.2% | -41.9% | -53.7% |
| All | -38.7% | +3.8% | -42.5% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling