-38.9%
PINS vs ESI
+84.3%
-123.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.6% |
| 7D | -9.4% | +1.8% | -11.2% | -9.8% |
| 30D | -10.2% | -6.6% | -3.6% | -9.0% |
| 3M | -19.0% | -9.4% | -9.7% | -17.7% |
| 6M | -7.4% | -24.1% | +16.8% | -2.7% |
| YTD | -25.7% | +37.1% | -62.9% | -40.8% |
| 1Y | -29.7% | +24.5% | -54.3% | -41.5% |
| All | -38.9% | +84.3% | -123.2% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling