-27.9%
PINS vs ES
+1.8%
-29.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -4.8% |
| 7D | -2.1% | +1.9% | -3.9% | -1.7% |
| 30D | -6.6% | +7.1% | -13.7% | -5.2% |
| 3M | -18.7% | -1.9% | -16.8% | -18.9% |
| 6M | -10.4% | +4.4% | -14.7% | -8.6% |
| YTD | -26.8% | +7.3% | -34.1% | -25.5% |
| 1Y | -27.9% | +2.1% | -30.0% | -26.2% |
| All | -27.9% | +1.8% | -29.7% | -26.2% |
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 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