+155.2%
XLE vs PINS
-20.2%
+175.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.5% |
| 7D | -12.0% | -2.1% | -9.9% | -11.9% |
| 30D | -2.7% | -6.6% | +3.9% | -2.2% |
| 3M | +6.6% | -18.7% | +25.3% | +8.6% |
| 6M | +9.5% | -10.4% | +19.9% | +9.9% |
| YTD | +40.6% | -26.8% | +67.3% | +43.5% |
| 1Y | +43.6% | -27.9% | +71.5% | +46.8% |
| 3Y | +58.1% | -38.7% | +96.8% | +60.3% |
| 5Y | +152.2% | -59.0% | +211.2% | +159.6% |
| All | +155.2% | -20.2% | +175.4% | +67.2% |
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