-60.1%
PINS vs ESI
+36.5%
-96.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +1.0% | +5.5% | -4.5% | -1.3% |
| 30D | -12.0% | -7.8% | -4.2% | -9.6% |
| 3M | -17.9% | -15.0% | -2.9% | -13.4% |
| 6M | -1.0% | -24.9% | +23.9% | +7.1% |
| YTD | -26.0% | +33.2% | -59.3% | -44.5% |
| 1Y | -28.5% | +24.9% | -53.4% | -44.3% |
| 3Y | -39.2% | +77.8% | -116.9% | -65.3% |
| All | -60.1% | +36.5% | -96.6% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling