-22.3%
PINS vs ELF
+820.3%
-842.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.7% | -9.9% | -5.4% |
| 7D | -2.1% | +4.0% | -6.1% | -2.9% |
| 30D | -6.6% | +10.6% | -17.2% | -8.5% |
| 3M | -18.7% | +25.8% | -44.5% | -22.8% |
| 6M | -10.4% | +89.1% | -99.5% | -22.1% |
| YTD | -26.8% | +52.7% | -79.5% | -34.6% |
| 1Y | -27.9% | +51.7% | -79.6% | -35.7% |
| 3Y | -38.7% | +14.2% | -52.9% | -51.1% |
| 5Y | -59.0% | +270.7% | -329.7% | -81.3% |
| All | -22.3% | +820.3% | -842.6% | -75.0% |
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