-21.2%
PINS vs XYL
+25.7%
-46.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.5% |
| 7D | -9.4% | -5.9% | -3.5% | -6.0% |
| 30D | -10.2% | -7.3% | -2.9% | -7.1% |
| 3M | -19.0% | -22.5% | +3.5% | -6.7% |
| 6M | -7.4% | -14.4% | +7.1% | -0.4% |
| YTD | -25.7% | -29.4% | +3.7% | -11.1% |
| 1Y | -29.7% | -35.6% | +5.9% | -10.6% |
| 3Y | -38.1% | +0.3% | -38.4% | -42.6% |
| 5Y | -57.3% | -22.3% | -34.9% | -55.3% |
| All | -21.2% | +25.7% | -46.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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