+95.5%
XLP vs PINS
-20.2%
+115.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | +2.3% | -6.9% | +9.3% | +2.7% |
| 30D | +9.1% | -11.4% | +20.6% | +9.7% |
| 3M | +7.9% | -22.2% | +30.1% | +9.1% |
| 6M | +9.6% | -10.9% | +20.5% | +10.0% |
| YTD | +19.4% | -26.8% | +46.2% | +20.8% |
| 1Y | +22.4% | -29.8% | +52.2% | +24.0% |
| 3Y | +43.2% | -39.0% | +82.2% | +44.0% |
| 5Y | +42.6% | -58.7% | +101.2% | +44.0% |
| All | +95.5% | -20.2% | +115.7% | +60.9% |
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