-16.4%
PINS vs EL
-32.7%
+16.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -3.4% |
| 7D | -12.0% | +0.8% | -12.8% | -12.4% |
| 30D | -12.7% | +19.8% | -32.5% | -19.9% |
| 3M | -5.5% | +25.7% | -31.2% | -15.3% |
| 6M | +5.3% | +5.4% | -0.2% | +0.6% |
| YTD | -21.2% | +0.2% | -21.4% | -24.7% |
| 1Y | -45.0% | +20.4% | -65.5% | -52.2% |
| 3Y | -26.2% | -32.1% | +5.9% | -23.1% |
| 5Y | -64.0% | -67.2% | +3.2% | -38.7% |
| All | -16.4% | -32.7% | +16.3% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling