+144.7%
XLI vs PINS
-20.9%
+165.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.1% |
| 7D | -2.3% | -9.9% | +7.6% | -1.1% |
| 30D | -8.2% | -20.9% | +12.8% | -5.6% |
| 3M | +0.8% | -13.7% | +14.5% | +2.2% |
| 6M | +0.8% | -3.0% | +3.9% | +0.4% |
| YTD | +10.5% | -27.5% | +38.0% | +13.6% |
| 1Y | +14.1% | -46.8% | +60.9% | +21.5% |
| 3Y | +68.6% | -31.8% | +100.4% | +69.3% |
| 5Y | +80.4% | -65.4% | +145.8% | +89.2% |
| All | +144.7% | -20.9% | +165.6% | +80.3% |
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