-59.3%
PINS vs ESTC
-48.9%
-10.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -5.1% |
| 7D | -2.1% | -11.5% | +9.4% | +2.5% |
| 30D | -6.6% | -7.5% | +0.9% | -4.2% |
| 3M | -18.7% | +23.1% | -41.8% | -27.0% |
| 6M | -10.4% | +75.3% | -85.7% | -31.0% |
| YTD | -26.8% | +14.1% | -40.9% | -33.9% |
| 1Y | -27.9% | -0.6% | -27.3% | -31.7% |
| 3Y | -38.7% | +20.8% | -59.5% | -54.9% |
| All | -59.3% | -48.9% | -10.4% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling