-67.8%
PINS vs EOSE
-60.2%
-7.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.2% |
| 7D | -9.9% | +14.0% | -23.9% | -11.4% |
| 30D | -20.9% | -5.9% | -15.0% | -20.8% |
| 3M | -13.7% | -34.3% | +20.5% | -10.8% |
| 6M | -3.0% | -37.8% | +34.7% | -1.2% |
| YTD | -27.5% | -65.2% | +37.7% | -22.8% |
| 1Y | -46.8% | -41.9% | -4.9% | -48.1% |
| 3Y | -31.8% | +44.6% | -76.4% | -48.2% |
| 5Y | -65.4% | -69.2% | +3.8% | -72.0% |
| All | -67.8% | -60.2% | -7.6% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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