-16.4%
PINS vs XYL
+39.7%
-56.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -0.9% |
| 7D | -12.0% | -5.0% | -7.0% | -9.1% |
| 30D | -12.7% | -13.2% | +0.5% | -4.7% |
| 3M | -5.5% | -3.7% | -1.8% | -4.1% |
| 6M | +5.3% | -17.7% | +23.0% | +17.2% |
| YTD | -21.2% | -21.5% | +0.3% | -10.3% |
| 1Y | -45.0% | -24.5% | -20.5% | -36.0% |
| 3Y | -26.2% | +6.9% | -33.2% | -33.1% |
| 5Y | -64.0% | -18.1% | -45.9% | -63.2% |
| All | -16.4% | +39.7% | -56.1% | -39.8% |
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