-16.4%
PINS vs ESI
+251.6%
-268.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -3.6% |
| 7D | -12.0% | +3.3% | -15.4% | -13.5% |
| 30D | -12.7% | -5.9% | -6.8% | -10.6% |
| 3M | -5.5% | -14.1% | +8.6% | -1.5% |
| 6M | +5.3% | +6.6% | -1.3% | -5.2% |
| YTD | -21.2% | +45.0% | -66.2% | -41.3% |
| 1Y | -45.0% | +41.5% | -86.5% | -58.6% |
| 3Y | -26.2% | +78.8% | -105.0% | -54.0% |
| 5Y | -64.0% | +70.9% | -134.8% | -77.3% |
| All | -16.4% | +251.6% | -268.0% | -66.7% |
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 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