-18.9%
PINS vs XRT
+123.1%
-142.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -3.9% | -4.5% |
| 7D | -0.7% | +2.3% | -3.0% | -2.4% |
| 30D | -1.2% | +9.8% | -11.0% | -8.4% |
| 3M | -15.3% | -0.2% | -15.1% | -15.2% |
| 6M | -11.2% | +8.4% | -19.6% | -16.8% |
| YTD | -23.6% | +7.5% | -31.1% | -28.4% |
| 1Y | -23.1% | +13.2% | -36.3% | -31.1% |
| 3Y | -36.0% | +52.0% | -88.0% | -56.3% |
| 5Y | -57.2% | -3.2% | -54.0% | -58.6% |
| All | -18.9% | +123.1% | -142.0% | -66.3% |
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