-57.2%
PINS vs ES
+5.0%
-62.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -6.9% |
| 7D | -0.7% | +5.9% | -6.6% | -1.2% |
| 30D | -1.2% | +10.2% | -11.4% | -2.1% |
| 3M | -15.3% | +0.4% | -15.7% | -15.3% |
| 6M | -11.2% | +6.9% | -18.0% | -11.8% |
| YTD | -23.6% | +10.5% | -34.1% | -24.8% |
| 1Y | -23.1% | +3.2% | -26.3% | -23.6% |
| 3Y | -36.0% | +49.0% | -85.1% | -41.9% |
| 5Y | -57.2% | +4.5% | -61.6% | -56.8% |
| All | -57.2% | +5.0% | -62.1% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling