-21.9%
PINS vs XYL
+31.2%
-53.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.3% |
| 7D | -6.2% | +2.1% | -8.2% | -7.2% |
| 30D | -10.9% | -3.4% | -7.6% | -10.0% |
| 3M | -19.5% | -17.2% | -2.3% | -10.9% |
| 6M | -10.4% | -12.0% | +1.7% | -5.1% |
| YTD | -26.4% | -26.3% | -0.1% | -14.1% |
| 1Y | -29.6% | -33.5% | +3.8% | -12.1% |
| 3Y | -39.0% | +6.4% | -45.4% | -45.4% |
| 5Y | -59.1% | -20.9% | -38.2% | -57.8% |
| All | -21.9% | +31.2% | -53.1% | -42.3% |
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