-46.9%
PINS vs XYL
-21.5%
-25.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.6% |
| 7D | -5.2% | +1.8% | -7.0% | -5.4% |
| 30D | -14.9% | -9.2% | -5.7% | -14.0% |
| 3M | -8.4% | -0.3% | -8.1% | -8.2% |
| 6M | +0.6% | -11.0% | +11.6% | +1.3% |
| YTD | -22.2% | -19.2% | -3.0% | -20.4% |
| 1Y | -46.9% | -21.2% | -25.7% | -46.5% |
| All | -46.9% | -21.5% | -25.5% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling