-35.5%
PINS vs ES
-1.6%
-33.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.2% | +4.6% |
| 7D | +1.4% | +5.3% | -3.9% | +2.3% |
| 30D | +5.8% | +8.9% | -3.1% | +7.3% |
| 3M | -17.0% | -1.9% | -15.1% | -17.3% |
| 6M | +1.8% | +3.9% | -2.1% | +3.2% |
| YTD | -18.0% | +8.3% | -26.3% | -17.3% |
| 1Y | -35.5% | -0.1% | -35.4% | -33.8% |
| All | -35.5% | -1.6% | -33.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling