-22.3%
PINS vs ELV
+100.4%
-122.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.3% |
| 7D | -6.9% | +3.8% | -10.8% | -7.9% |
| 30D | -11.4% | +4.1% | -15.6% | -12.5% |
| 3M | -22.2% | +8.5% | -30.7% | -24.0% |
| 6M | -10.9% | +14.6% | -25.5% | -14.8% |
| YTD | -26.8% | +24.4% | -51.2% | -32.3% |
| 1Y | -29.8% | +44.2% | -74.1% | -38.3% |
| 3Y | -39.0% | -1.4% | -37.6% | -41.5% |
| 5Y | -58.7% | +8.8% | -67.5% | -63.2% |
| All | -22.3% | +100.4% | -122.8% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling