-32.7%
PINS vs ELAN
+96.4%
-129.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.7% | +3.2% |
| 7D | -9.9% | -6.4% | -3.5% | -8.9% |
| 30D | -20.9% | +0.6% | -21.5% | -21.0% |
| 3M | -13.7% | 0.0% | -13.7% | -14.0% |
| 6M | -3.0% | -3.4% | +0.4% | -3.7% |
| YTD | -27.5% | +1.0% | -28.5% | -28.9% |
| 1Y | -46.8% | +24.7% | -71.5% | -50.1% |
| All | -32.7% | +96.4% | -129.1% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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