-22.3%
PINS vs ENB
+102.6%
-124.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -2.8% |
| 7D | -2.1% | -5.2% | +3.1% | +0.8% |
| 30D | -6.6% | +2.2% | -8.8% | -7.8% |
| 3M | -18.7% | -8.1% | -10.7% | -15.3% |
| 6M | -10.4% | -11.2% | +0.8% | -5.5% |
| YTD | -26.8% | +2.0% | -28.8% | -29.8% |
| 1Y | -27.9% | +4.1% | -31.9% | -31.8% |
| 3Y | -38.7% | +64.7% | -103.4% | -57.9% |
| 5Y | -59.0% | +46.6% | -105.6% | -69.7% |
| All | -22.3% | +102.6% | -124.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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