-21.9%
PINS vs XME
+260.1%
-282.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -2.1% |
| 7D | -6.2% | +0.9% | -7.1% | -6.7% |
| 30D | -10.9% | -7.3% | -3.6% | -8.0% |
| 3M | -19.5% | -14.8% | -4.7% | -14.0% |
| 6M | -10.4% | -18.4% | +8.0% | -3.6% |
| YTD | -26.4% | -4.7% | -21.7% | -28.8% |
| 1Y | -29.6% | +5.7% | -35.3% | -35.9% |
| 3Y | -39.0% | +104.0% | -143.0% | -62.9% |
| 5Y | -59.1% | +122.4% | -181.6% | -76.9% |
| All | -21.9% | +260.1% | -282.0% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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