+105.7%
XLB vs PINS
-23.0%
+128.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.2% | +8.2% | +0.1% |
| 7D | -2.9% | -13.9% | +10.9% | -1.1% |
| 30D | -3.4% | -25.0% | +21.6% | +0.1% |
| 3M | +1.6% | -16.6% | +18.2% | +3.5% |
| 6M | +3.6% | -7.0% | +10.6% | +3.7% |
| YTD | +14.2% | -29.4% | +43.6% | +18.0% |
| 1Y | +15.6% | -49.9% | +65.5% | +24.3% |
| 3Y | +33.1% | -33.6% | +66.8% | +33.9% |
| 5Y | +35.0% | -66.8% | +101.9% | +42.4% |
| All | +105.7% | -23.0% | +128.7% | +51.3% |
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