-60.1%
PINS vs ELF
+272.3%
-332.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | -0.5% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | -12.0% | +9.1% | -21.1% | -13.3% |
| 3M | -17.9% | +28.2% | -46.1% | -21.3% |
| 6M | -1.0% | +119.5% | -120.6% | -13.4% |
| YTD | -26.0% | +55.2% | -81.2% | -32.4% |
| 1Y | -28.5% | +58.6% | -87.1% | -35.0% |
| 3Y | -39.2% | +21.3% | -60.5% | -52.5% |
| All | -60.1% | +272.3% | -332.3% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling