-16.4%
PINS vs ELV
+89.3%
-105.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -12.0% | +3.3% | -15.3% | -12.8% |
| 30D | -12.7% | +4.2% | -16.8% | -13.7% |
| 3M | -5.5% | -0.1% | -5.4% | -6.1% |
| 6M | +5.3% | +41.3% | -36.0% | -5.8% |
| YTD | -21.2% | +17.4% | -38.6% | -26.0% |
| 1Y | -45.0% | +35.1% | -80.1% | -51.0% |
| 3Y | -26.2% | -3.2% | -23.0% | -29.3% |
| 5Y | -64.0% | +15.6% | -79.6% | -69.1% |
| All | -16.4% | +89.3% | -105.7% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling