+73.6%
XLF vs PINS
-33.7%
+107.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +0.6% |
| 7D | -1.0% | -13.9% | +12.8% | +0.5% |
| 30D | -1.3% | -25.0% | +23.7% | +1.8% |
| 3M | +9.1% | -16.6% | +25.8% | +11.0% |
| 6M | +14.4% | -7.0% | +21.3% | +14.5% |
| YTD | +5.1% | -29.4% | +34.5% | +8.1% |
| 1Y | +8.6% | -49.9% | +58.6% | +15.9% |
| All | +73.6% | -33.7% | +107.3% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling