-21.6%
PINS vs ETR
+211.3%
-232.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -3.4% | +1.5% | -4.9% | -3.9% |
| 30D | -14.5% | +6.6% | -21.2% | -16.6% |
| 3M | -16.5% | +4.4% | -20.9% | -18.0% |
| 6M | -7.0% | -0.3% | -6.7% | -7.5% |
| YTD | -26.1% | +23.3% | -49.5% | -33.8% |
| 1Y | -30.0% | +18.9% | -48.9% | -36.3% |
| 3Y | -38.5% | +155.5% | -193.9% | -62.9% |
| 5Y | -58.4% | +159.9% | -218.3% | -76.5% |
| All | -21.6% | +211.3% | -232.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling