-18.9%
PINS vs ES
+33.9%
-52.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -7.3% |
| 7D | -0.7% | +5.9% | -6.6% | -2.3% |
| 30D | -1.2% | +10.2% | -11.4% | -4.0% |
| 3M | -15.3% | +0.4% | -15.7% | -15.5% |
| 6M | -11.2% | +6.9% | -18.0% | -13.2% |
| YTD | -23.6% | +10.5% | -34.1% | -26.8% |
| 1Y | -23.1% | +3.2% | -26.3% | -25.0% |
| 3Y | -36.0% | +49.0% | -85.1% | -47.1% |
| 5Y | -57.2% | +4.5% | -61.6% | -59.4% |
| All | -18.9% | +33.9% | -52.8% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling