+36.5%
XLB vs PINS
-64.0%
+100.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.1% |
| 7D | -1.4% | -12.0% | +10.6% | 0.0% |
| 30D | -0.4% | -12.7% | +12.3% | +1.0% |
| 3M | +2.0% | -5.5% | +7.5% | +2.3% |
| 6M | +1.8% | +5.3% | -3.4% | +0.6% |
| YTD | +16.6% | -21.2% | +37.8% | +18.7% |
| 1Y | +16.9% | -45.0% | +62.0% | +23.9% |
| 3Y | +32.6% | -26.2% | +58.8% | +31.6% |
| All | +36.5% | -64.0% | +100.6% | +34.3% |
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 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