-22.3%
PINS vs ESI
+219.8%
-242.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.3% |
| 7D | -6.9% | -6.6% | -0.3% | -4.2% |
| 30D | -11.4% | -9.8% | -1.6% | -7.7% |
| 3M | -22.2% | -11.9% | -10.3% | -19.1% |
| 6M | -10.9% | -25.1% | +14.2% | -2.9% |
| YTD | -26.8% | +31.9% | -58.7% | -43.8% |
| 1Y | -29.8% | +19.2% | -49.0% | -43.1% |
| 3Y | -39.0% | +76.2% | -115.2% | -62.6% |
| 5Y | -58.7% | +39.4% | -98.1% | -71.3% |
| All | -22.3% | +219.8% | -242.1% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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