-22.3%
PINS vs ESTC
+3.9%
-26.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -5.1% |
| 7D | -2.1% | -11.5% | +9.4% | +2.9% |
| 30D | -6.6% | -7.5% | +0.9% | -4.0% |
| 3M | -18.7% | +23.1% | -41.8% | -27.7% |
| 6M | -10.4% | +75.3% | -85.7% | -32.4% |
| YTD | -26.8% | +14.1% | -40.9% | -34.5% |
| 1Y | -27.9% | -0.6% | -27.3% | -32.1% |
| 3Y | -38.7% | +20.8% | -59.5% | -55.3% |
| 5Y | -59.0% | -48.8% | -10.2% | -58.1% |
| All | -22.3% | +3.9% | -26.2% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling