-21.2%
PINS vs ESTC
+5.4%
-26.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -9.4% | -2.6% | -6.7% | -8.4% |
| 30D | -10.2% | -8.6% | -1.6% | -7.3% |
| 3M | -19.0% | +14.4% | -33.4% | -25.5% |
| 6M | -7.4% | +73.3% | -80.7% | -29.8% |
| YTD | -25.7% | +15.7% | -41.5% | -34.1% |
| 1Y | -29.7% | -7.6% | -22.1% | -31.6% |
| 3Y | -38.1% | +14.6% | -52.7% | -53.5% |
| 5Y | -57.3% | -50.0% | -7.2% | -55.7% |
| All | -21.2% | +5.4% | -26.6% | -55.9% |
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