+143.5%
XLF vs PINS
-14.1%
+157.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | 0.0% | -12.0% | +12.0% | +1.8% |
| 30D | +0.2% | -12.7% | +12.8% | +2.0% |
| 3M | +11.7% | -5.5% | +17.2% | +12.2% |
| 6M | +13.8% | +5.3% | +8.5% | +12.1% |
| YTD | +7.0% | -21.2% | +28.2% | +9.2% |
| 1Y | +9.1% | -45.0% | +54.2% | +16.5% |
| 3Y | +75.6% | -26.2% | +101.8% | +74.4% |
| 5Y | +66.4% | -64.0% | +130.4% | +74.2% |
| All | +143.5% | -14.1% | +157.6% | +67.5% |
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