-38.7%
PINS vs ESI
+67.9%
-106.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.6% |
| 7D | -2.1% | -8.5% | +6.5% | -0.1% |
| 30D | -6.6% | -15.7% | +9.0% | -3.1% |
| 3M | -18.7% | -18.2% | -0.5% | -15.4% |
| 6M | -10.4% | -28.8% | +18.4% | -4.8% |
| YTD | -26.8% | +26.3% | -53.0% | -40.5% |
| 1Y | -27.9% | +18.2% | -46.1% | -39.6% |
| 3Y | -38.7% | +68.1% | -106.8% | -57.9% |
| All | -38.7% | +67.9% | -106.6% | -57.9% |
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