+72.4%
XLI vs PINS
-28.3%
+100.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +1.0% | -5.2% | +6.2% | +1.5% |
| 30D | -5.8% | -14.9% | +9.1% | -4.4% |
| 3M | +0.7% | -8.4% | +9.1% | +1.2% |
| 6M | +3.2% | +0.6% | +2.5% | +2.4% |
| YTD | +13.0% | -22.2% | +35.2% | +15.4% |
| 1Y | +16.8% | -46.9% | +63.7% | +24.8% |
| 3Y | +72.4% | -26.9% | +99.3% | +72.3% |
| All | +72.4% | -28.3% | +100.7% | +72.3% |
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 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