-22.3%
PINS vs ES
+29.6%
-51.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -6.9% | +0.9% | -7.8% | -7.2% |
| 30D | -11.4% | +5.9% | -17.4% | -13.0% |
| 3M | -22.2% | -1.0% | -21.2% | -22.1% |
| 6M | -10.9% | +7.2% | -18.1% | -13.0% |
| YTD | -26.8% | +7.0% | -33.8% | -29.2% |
| 1Y | -29.8% | +0.5% | -30.3% | -31.0% |
| 3Y | -39.0% | +48.7% | -87.7% | -49.7% |
| 5Y | -58.7% | +1.9% | -60.6% | -60.6% |
| All | -22.3% | +29.6% | -51.9% | +9.2% |
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