-18.9%
PINS vs ESTC
+1.6%
-20.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.1% | -0.6% | -4.1% |
| 7D | -0.7% | -18.5% | +17.8% | +8.2% |
| 30D | -1.2% | -11.0% | +9.8% | +3.3% |
| 3M | -15.3% | +20.8% | -36.1% | -23.9% |
| 6M | -11.2% | +67.9% | -79.1% | -31.6% |
| YTD | -23.6% | +11.6% | -35.2% | -31.0% |
| 1Y | -23.1% | -3.3% | -19.9% | -26.8% |
| 3Y | -36.0% | +16.4% | -52.4% | -52.6% |
| 5Y | -57.2% | -49.9% | -7.3% | -55.8% |
| All | -18.9% | +1.6% | -20.5% | -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