-22.3%
PINS vs XRT
+119.2%
-141.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -2.8% |
| 7D | -2.1% | +0.9% | -2.9% | -2.6% |
| 30D | -6.6% | +7.9% | -14.6% | -12.2% |
| 3M | -18.7% | -0.2% | -18.6% | -18.6% |
| 6M | -10.4% | +5.6% | -16.0% | -14.2% |
| YTD | -26.8% | +5.7% | -32.4% | -30.5% |
| 1Y | -27.9% | +14.6% | -42.4% | -35.9% |
| 3Y | -38.7% | +50.7% | -89.4% | -57.8% |
| 5Y | -59.0% | -4.8% | -54.1% | -59.8% |
| All | -22.3% | +119.2% | -141.5% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling