-17.5%
PINS vs XME
+337.9%
-355.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.8% |
| 7D | -5.2% | +3.6% | -8.8% | -6.9% |
| 30D | -14.9% | +3.6% | -18.6% | -16.6% |
| 3M | -8.4% | +1.2% | -9.6% | -10.0% |
| 6M | +0.6% | +9.0% | -8.4% | -6.1% |
| YTD | -22.2% | +15.9% | -38.1% | -31.0% |
| 1Y | -46.9% | +43.2% | -90.1% | -58.6% |
| 3Y | -26.9% | +137.4% | -164.3% | -58.2% |
| 5Y | -63.0% | +185.0% | -248.0% | -81.4% |
| All | -17.5% | +337.9% | -355.3% | -76.7% |
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