-23.0%
PINS vs EME
+901.2%
-924.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.0% |
| 7D | -9.9% | +0.9% | -10.9% | -10.2% |
| 30D | -20.9% | -8.4% | -12.5% | -18.7% |
| 3M | -13.7% | -3.6% | -10.1% | -14.5% |
| 6M | -3.0% | +3.6% | -6.6% | -7.4% |
| YTD | -27.5% | +22.5% | -50.0% | -36.1% |
| 1Y | -46.8% | +18.2% | -65.0% | -53.5% |
| 3Y | -31.8% | +238.4% | -270.2% | -66.2% |
| 5Y | -65.4% | +550.5% | -615.9% | -88.0% |
| All | -23.0% | +901.2% | -924.2% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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