+166.9%
XLE vs PINS
-58.8%
+225.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.4% | +1.0% | +4.4% | +5.4% |
| 30D | -3.9% | -12.0% | +8.0% | -3.2% |
| 3M | +7.0% | -17.9% | +24.9% | +8.2% |
| 6M | +14.2% | -1.0% | +15.2% | +13.6% |
| YTD | +48.2% | -26.0% | +74.2% | +50.3% |
| 1Y | +47.7% | -28.5% | +76.1% | +50.2% |
| 3Y | +70.0% | -39.2% | +109.2% | +71.9% |
| All | +166.9% | -58.8% | +225.7% | +168.9% |
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