+95.2%
XLP vs PINS
-19.7%
+114.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.1% | -6.2% | +6.2% | +0.4% |
| 30D | +8.9% | -10.9% | +19.9% | +9.5% |
| 3M | +7.5% | -19.5% | +27.0% | +8.6% |
| 6M | +9.4% | -10.4% | +19.8% | +9.8% |
| YTD | +19.3% | -26.4% | +45.6% | +20.6% |
| 1Y | +21.7% | -29.6% | +51.4% | +23.3% |
| 3Y | +44.0% | -39.0% | +83.0% | +44.8% |
| 5Y | +42.8% | -59.1% | +101.9% | +44.4% |
| All | +95.2% | -19.7% | +114.9% | +60.6% |
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 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