-16.4%
PINS vs XEL
+71.6%
-88.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.9% |
| 7D | -12.0% | -1.0% | -11.1% | -11.8% |
| 30D | -12.7% | -1.9% | -10.8% | -12.2% |
| 3M | -5.5% | -1.9% | -3.6% | -5.2% |
| 6M | +5.3% | -7.4% | +12.7% | +7.0% |
| YTD | -21.2% | +4.1% | -25.3% | -23.4% |
| 1Y | -45.0% | +8.0% | -53.1% | -47.6% |
| 3Y | -26.2% | +48.4% | -74.6% | -40.8% |
| 5Y | -64.0% | +27.2% | -91.2% | -69.3% |
| All | -16.4% | +71.6% | -88.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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