+144.6%
XLC vs PINS
-14.1%
+158.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | -0.8% | -12.0% | +11.2% | +1.7% |
| 30D | +1.0% | -12.7% | +13.7% | +3.7% |
| 3M | -0.7% | -5.5% | +4.8% | 0.0% |
| 6M | -5.1% | +5.3% | -10.4% | -7.0% |
| YTD | -4.3% | -21.2% | +16.9% | -1.3% |
| 1Y | -0.6% | -45.0% | +44.5% | +9.4% |
| 3Y | +72.7% | -26.2% | +98.9% | +71.5% |
| 5Y | +38.0% | -64.0% | +101.9% | +46.2% |
| All | +144.6% | -14.1% | +158.7% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling