-16.4%
PINS vs EME
+909.0%
-925.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.8% |
| 7D | -12.0% | +1.9% | -13.9% | -12.6% |
| 30D | -12.7% | -8.3% | -4.4% | -10.3% |
| 3M | -5.5% | -10.7% | +5.2% | -3.5% |
| 6M | +5.3% | +1.9% | +3.4% | +1.2% |
| YTD | -21.2% | +23.5% | -44.7% | -30.9% |
| 1Y | -45.0% | +18.0% | -63.0% | -52.0% |
| 3Y | -26.2% | +236.1% | -262.3% | -63.3% |
| 5Y | -64.0% | +527.9% | -591.8% | -87.3% |
| All | -16.4% | +909.0% | -925.4% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling