-39.3%
PINS vs ELF
+19.5%
-58.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.2% |
| 7D | -3.4% | +3.4% | -6.7% | -3.7% |
| 30D | -14.5% | +5.0% | -19.5% | -14.9% |
| 3M | -16.5% | +22.6% | -39.1% | -18.1% |
| 6M | -7.0% | +104.0% | -111.0% | -12.8% |
| YTD | -26.1% | +49.3% | -75.5% | -29.4% |
| 1Y | -30.0% | +46.0% | -76.1% | -33.0% |
| All | -39.3% | +19.5% | -58.8% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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