-21.5%
PINS vs ES
+33.5%
-55.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +1.0% | +2.7% | -1.7% | +0.2% |
| 30D | -12.0% | +7.6% | -19.6% | -13.9% |
| 3M | -17.9% | +0.5% | -18.4% | -18.1% |
| 6M | -1.0% | +7.6% | -8.6% | -3.4% |
| YTD | -26.0% | +10.2% | -36.3% | -29.1% |
| 1Y | -28.5% | +1.8% | -30.3% | -29.8% |
| 3Y | -39.2% | +55.4% | -94.6% | -50.6% |
| 5Y | -58.3% | +7.3% | -65.7% | -61.0% |
| All | -21.5% | +33.5% | -55.0% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling