-22.3%
PINS vs ESI
+206.1%
-228.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -5.1% |
| 7D | -2.1% | -8.5% | +6.5% | +1.8% |
| 30D | -6.6% | -15.7% | +9.0% | +0.4% |
| 3M | -18.7% | -18.2% | -0.5% | -12.4% |
| 6M | -10.4% | -28.8% | +18.4% | -0.1% |
| YTD | -26.8% | +26.3% | -53.0% | -42.6% |
| 1Y | -27.9% | +18.2% | -46.1% | -41.5% |
| 3Y | -38.7% | +68.1% | -106.8% | -61.5% |
| 5Y | -59.0% | +28.8% | -87.7% | -70.4% |
| All | -22.3% | +206.1% | -228.4% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling