+138.3%
XLF vs PINS
-20.9%
+159.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -0.7% |
| 7D | -2.9% | -9.9% | +7.0% | -1.5% |
| 30D | -1.6% | -20.9% | +19.3% | +1.5% |
| 3M | +9.3% | -13.7% | +23.0% | +11.0% |
| 6M | +14.6% | -3.0% | +17.6% | +14.1% |
| YTD | +4.7% | -27.5% | +32.2% | +8.1% |
| 1Y | +8.6% | -46.8% | +55.4% | +16.4% |
| 3Y | +73.9% | -31.8% | +105.7% | +74.5% |
| 5Y | +65.0% | -65.4% | +130.4% | +73.5% |
| All | +138.3% | -20.9% | +159.2% | +65.7% |
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