+163.8%
XLE vs PINS
-14.1%
+177.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +2.2% | -12.0% | +14.2% | +3.7% |
| 30D | +11.8% | -12.7% | +24.4% | +13.4% |
| 3M | +9.8% | -5.5% | +15.3% | +10.1% |
| 6M | +15.6% | +5.3% | +10.3% | +14.0% |
| YTD | +45.3% | -21.2% | +66.5% | +47.6% |
| 1Y | +48.3% | -45.0% | +93.4% | +57.0% |
| 3Y | +55.4% | -26.2% | +81.7% | +53.9% |
| 5Y | +216.1% | -64.0% | +280.0% | +233.5% |
| All | +163.8% | -14.1% | +177.9% | +72.0% |
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 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