+156.6%
XLE vs PINS
-19.7%
+176.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -7.9% | -6.2% | -1.7% | -7.3% |
| 30D | -4.8% | -10.9% | +6.1% | -3.8% |
| 3M | +8.4% | -19.5% | +27.9% | +10.6% |
| 6M | +12.7% | -10.4% | +23.1% | +13.0% |
| YTD | +41.3% | -26.4% | +67.7% | +44.1% |
| 1Y | +42.3% | -29.6% | +71.9% | +46.0% |
| 3Y | +65.1% | -39.0% | +104.1% | +67.5% |
| 5Y | +150.2% | -59.1% | +209.3% | +157.8% |
| All | +156.6% | -19.7% | +176.3% | +68.0% |
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 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