+30.9%
XLB vs PINS
-59.5%
+90.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -1.4% | -6.2% | +4.8% | -0.7% |
| 30D | +7.1% | -10.9% | +18.0% | +8.3% |
| 3M | +0.6% | -19.5% | +20.1% | +2.7% |
| 6M | +3.5% | -10.4% | +13.9% | +4.0% |
| YTD | +18.2% | -26.4% | +44.6% | +21.0% |
| 1Y | +25.6% | -29.6% | +55.2% | +29.2% |
| 3Y | +46.7% | -39.0% | +85.7% | +49.1% |
| 5Y | +30.9% | -59.1% | +90.0% | +29.0% |
| All | +30.9% | -59.5% | +90.4% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling