-29.1%
PINS vs XRT
+41.8%
-70.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.8% |
| 7D | -12.0% | +0.8% | -12.8% | -12.5% |
| 30D | -12.7% | -4.2% | -8.5% | -10.2% |
| 3M | -5.5% | +5.1% | -10.6% | -8.4% |
| 6M | +5.3% | +2.4% | +2.8% | +3.6% |
| YTD | -21.2% | +3.2% | -24.4% | -23.2% |
| 1Y | -45.0% | +1.5% | -46.6% | -45.9% |
| All | -29.1% | +41.8% | -70.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 3y: compounded portfolio wealth divided by compounded XRT 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…
3y analysis · Full analysis span regression · 6 months rolling