-16.4%
PINS vs XLRE
+58.2%
-74.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.5% |
| 7D | -12.0% | -1.2% | -10.8% | -11.1% |
| 30D | -12.7% | -2.8% | -9.9% | -10.5% |
| 3M | -5.5% | -0.2% | -5.3% | -5.7% |
| 6M | +5.3% | +1.9% | +3.3% | +2.6% |
| YTD | -21.2% | +10.6% | -31.8% | -29.0% |
| 1Y | -45.0% | +8.8% | -53.9% | -49.8% |
| 3Y | -26.2% | +31.5% | -57.7% | -44.8% |
| 5Y | -64.0% | +6.6% | -70.5% | -67.1% |
| All | -16.4% | +58.2% | -74.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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