-25.1%
PINS vs XYL
+42.3%
-67.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.2% | -8.6% |
| 7D | -13.9% | +0.8% | -14.7% | -14.3% |
| 30D | -25.0% | -10.8% | -14.1% | -19.5% |
| 3M | -16.6% | -2.5% | -14.1% | -16.0% |
| 6M | -7.0% | -12.2% | +5.2% | -0.5% |
| YTD | -29.4% | -20.1% | -9.3% | -20.5% |
| 1Y | -49.9% | -20.6% | -29.3% | -43.5% |
| 3Y | -33.6% | +17.3% | -51.0% | -43.2% |
| 5Y | -66.8% | -14.5% | -52.3% | -67.0% |
| All | -25.1% | +42.3% | -67.3% | -46.6% |
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