-21.5%
PINS vs ESTC
+6.4%
-27.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +1.0% | +2.4% | -1.4% | -0.1% |
| 30D | -12.0% | -4.2% | -7.7% | -10.9% |
| 3M | -17.9% | +2.5% | -20.3% | -20.5% |
| 6M | -1.0% | +81.5% | -82.5% | -26.5% |
| YTD | -26.0% | +16.8% | -42.9% | -34.6% |
| 1Y | -28.5% | -3.5% | -25.0% | -31.8% |
| 3Y | -39.2% | +17.7% | -56.9% | -54.9% |
| 5Y | -58.3% | -51.7% | -6.6% | -55.9% |
| All | -21.5% | +6.4% | -27.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling