-22.3%
PINS vs XYL
+29.3%
-51.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -2.9% |
| 7D | -2.1% | +5.9% | -7.9% | -5.3% |
| 30D | -6.6% | -3.9% | -2.7% | -5.4% |
| 3M | -18.7% | -18.7% | -0.1% | -9.0% |
| 6M | -10.4% | -16.9% | +6.5% | -1.8% |
| YTD | -26.8% | -27.4% | +0.6% | -13.8% |
| 1Y | -27.9% | -34.0% | +6.2% | -9.5% |
| 3Y | -38.7% | +5.6% | -44.3% | -44.9% |
| 5Y | -59.0% | -20.6% | -38.4% | -57.7% |
| All | -22.3% | +29.3% | -51.6% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling