+42.0%
XLP vs PINS
-58.9%
+100.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.2% |
| 7D | +0.7% | -2.1% | +2.8% | +0.8% |
| 30D | +10.3% | -6.6% | +16.9% | +10.4% |
| 3M | +6.5% | -18.7% | +25.3% | +7.0% |
| 6M | +8.4% | -10.4% | +18.8% | +8.6% |
| YTD | +18.2% | -26.8% | +45.0% | +19.0% |
| 1Y | +22.4% | -27.9% | +50.3% | +23.3% |
| 3Y | +41.9% | -38.7% | +80.6% | +42.1% |
| All | +42.0% | -58.9% | +100.9% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling