+136.0%
XLC vs PINS
-20.2%
+156.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | +6.2% | -6.9% | +13.2% | +7.7% |
| 30D | -2.4% | -11.4% | +9.1% | -0.1% |
| 3M | -3.3% | -22.2% | +18.9% | +1.2% |
| 6M | -7.3% | -10.9% | +3.6% | -6.1% |
| YTD | -7.6% | -26.8% | +19.2% | -3.7% |
| 1Y | -3.7% | -29.8% | +26.1% | +1.2% |
| 3Y | +62.9% | -39.0% | +101.9% | +68.7% |
| 5Y | +41.6% | -58.7% | +100.3% | +46.9% |
| All | +136.0% | -20.2% | +156.2% | +78.7% |
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