-63.0%
PINS vs EME
+565.5%
-628.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -2.0% |
| 7D | -5.2% | +5.2% | -10.4% | -6.6% |
| 30D | -14.9% | -5.4% | -9.6% | -13.9% |
| 3M | -8.4% | -6.1% | -2.3% | -8.1% |
| 6M | +0.6% | +9.7% | -9.0% | -5.1% |
| YTD | -22.2% | +26.6% | -48.8% | -31.4% |
| 1Y | -46.9% | +24.6% | -71.6% | -54.1% |
| 3Y | -26.9% | +249.6% | -276.5% | -65.8% |
| 5Y | -63.0% | +556.6% | -619.5% | -89.9% |
| All | -63.0% | +565.5% | -628.5% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling