-16.4%
PINS vs XRT
+114.1%
-130.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -3.0% |
| 7D | -12.0% | +0.8% | -12.8% | -12.6% |
| 30D | -12.7% | -4.2% | -8.5% | -9.6% |
| 3M | -5.5% | +5.1% | -10.6% | -9.2% |
| 6M | +5.3% | +2.4% | +2.8% | +3.0% |
| YTD | -21.2% | +3.2% | -24.4% | -23.8% |
| 1Y | -45.0% | +1.5% | -46.6% | -46.4% |
| 3Y | -26.2% | +40.6% | -66.8% | -46.3% |
| 5Y | -64.0% | -1.0% | -63.0% | -65.5% |
| All | -16.4% | +114.1% | -130.5% | -64.1% |
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