-65.4%
PINS vs ELAN
-31.8%
-33.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.7% | +3.7% |
| 7D | -9.9% | -6.4% | -3.5% | -8.0% |
| 30D | -20.9% | +0.6% | -21.5% | -21.1% |
| 3M | -13.7% | 0.0% | -13.7% | -14.3% |
| 6M | -3.0% | -3.4% | +0.4% | -4.4% |
| YTD | -27.5% | +1.0% | -28.5% | -30.2% |
| 1Y | -46.8% | +24.7% | -71.5% | -52.7% |
| 3Y | -31.8% | +97.2% | -129.1% | -55.4% |
| 5Y | -65.4% | -31.5% | -33.9% | -44.9% |
| All | -65.4% | -31.8% | -33.5% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling