-39.0%
PINS vs ESTC
+20.1%
-59.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.3% | -0.7% |
| 7D | -6.2% | -1.2% | -5.0% | -5.9% |
| 30D | -10.9% | -8.1% | -2.8% | -9.3% |
| 3M | -19.5% | +20.2% | -39.7% | -24.2% |
| 6M | -10.4% | +72.7% | -83.1% | -23.7% |
| YTD | -26.4% | +19.6% | -46.0% | -32.1% |
| 1Y | -29.6% | +0.3% | -29.9% | -32.6% |
| 3Y | -39.0% | +22.8% | -61.8% | -43.2% |
| All | -39.0% | +20.1% | -59.1% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling