+112.9%
XLB vs PINS
-19.7%
+132.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -1.4% | -6.2% | +4.8% | -0.6% |
| 30D | +7.1% | -10.9% | +18.0% | +8.5% |
| 3M | +0.6% | -19.5% | +20.1% | +3.0% |
| 6M | +3.5% | -10.4% | +13.9% | +4.1% |
| YTD | +18.2% | -26.4% | +44.6% | +21.1% |
| 1Y | +25.6% | -29.6% | +55.2% | +29.4% |
| 3Y | +46.7% | -39.0% | +85.7% | +49.5% |
| 5Y | +30.9% | -59.1% | +90.0% | +34.2% |
| All | +112.9% | -19.7% | +132.6% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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