-25.1%
PINS vs ELV
+84.3%
-109.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.3% | -8.0% | -8.9% |
| 7D | -13.9% | -2.2% | -11.7% | -13.3% |
| 30D | -25.0% | -0.2% | -24.8% | -25.0% |
| 3M | -16.6% | -6.1% | -10.5% | -15.6% |
| 6M | -7.0% | +42.8% | -49.8% | -17.1% |
| YTD | -29.4% | +14.4% | -43.8% | -33.2% |
| 1Y | -49.9% | +28.6% | -78.5% | -54.6% |
| 3Y | -33.6% | -7.4% | -26.2% | -35.5% |
| 5Y | -66.8% | +14.5% | -81.3% | -71.5% |
| All | -25.1% | +84.3% | -109.4% | -61.7% |
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