-59.3%
PINS vs EME
+373.3%
-432.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -4.8% |
| 7D | -2.1% | -10.5% | +8.4% | +0.5% |
| 30D | -6.6% | -22.4% | +15.8% | -0.4% |
| 3M | -18.7% | -24.7% | +6.0% | -13.0% |
| 6M | -10.4% | -35.5% | +25.1% | -0.2% |
| YTD | -26.8% | -0.3% | -26.4% | -31.5% |
| 1Y | -27.9% | -6.7% | -21.1% | -30.9% |
| 3Y | -38.7% | +190.6% | -229.3% | -70.8% |
| All | -59.3% | +373.3% | -432.7% | -88.6% |
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