-16.4%
PINS vs ESTC
+10.8%
-27.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -0.2% |
| 7D | -12.0% | -8.1% | -3.9% | -9.0% |
| 30D | -12.7% | +31.7% | -44.4% | -23.9% |
| 3M | -5.5% | +41.1% | -46.6% | -20.3% |
| 6M | +5.3% | +77.1% | -71.8% | -20.6% |
| YTD | -21.2% | +21.7% | -42.9% | -31.0% |
| 1Y | -45.0% | +8.4% | -53.4% | -50.0% |
| 3Y | -26.2% | +23.6% | -49.8% | -46.6% |
| 5Y | -64.0% | -46.5% | -17.5% | -63.7% |
| All | -16.4% | +10.8% | -27.2% | -53.8% |
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