-22.3%
PINS vs ESTC
+5.3%
-27.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | +0.8% |
| 7D | -6.9% | -3.6% | -3.4% | -5.6% |
| 30D | -11.4% | -11.2% | -0.3% | -7.4% |
| 3M | -22.2% | +14.3% | -36.6% | -28.5% |
| 6M | -10.9% | +67.0% | -77.9% | -31.3% |
| YTD | -26.8% | +15.7% | -42.5% | -35.0% |
| 1Y | -29.8% | -6.3% | -23.6% | -32.2% |
| 3Y | -39.0% | +14.5% | -53.5% | -54.1% |
| 5Y | -58.7% | -49.9% | -8.8% | -57.2% |
| All | -22.3% | +5.3% | -27.7% | -56.5% |
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