-16.4%
PINS vs ELF
+769.0%
-785.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.6% |
| 7D | -12.0% | +5.4% | -17.4% | -13.1% |
| 30D | -12.7% | +27.0% | -39.6% | -17.1% |
| 3M | -5.5% | +113.2% | -118.7% | -19.5% |
| 6M | +5.3% | +36.6% | -31.3% | -2.6% |
| YTD | -21.2% | +44.2% | -65.4% | -28.7% |
| 1Y | -45.0% | -18.0% | -27.1% | -45.2% |
| 3Y | -26.2% | -19.9% | -6.3% | -34.7% |
| 5Y | -64.0% | +257.7% | -321.6% | -83.5% |
| All | -16.4% | +769.0% | -785.4% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling