-16.4%
PINS vs ES
+30.7%
-47.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -12.0% | +0.3% | -12.3% | -12.1% |
| 30D | -12.7% | -2.0% | -10.7% | -12.2% |
| 3M | -5.5% | +1.7% | -7.2% | -6.1% |
| 6M | +5.3% | -3.5% | +8.8% | +6.0% |
| YTD | -21.2% | +7.9% | -29.1% | -23.9% |
| 1Y | -45.0% | +17.2% | -62.2% | -48.7% |
| 3Y | -26.2% | +29.3% | -55.5% | -35.5% |
| 5Y | -64.0% | -5.7% | -58.2% | -64.2% |
| All | -16.4% | +30.7% | -47.1% | +17.4% |
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 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