+80.4%
XLP vs PINS
-14.1%
+94.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.0% | -12.0% | +11.0% | -0.4% |
| 30D | -0.9% | -12.7% | +11.8% | -0.2% |
| 3M | +3.8% | -5.5% | +9.3% | +4.0% |
| 6M | -1.7% | +5.3% | -7.0% | -2.3% |
| YTD | +10.3% | -21.2% | +31.5% | +11.2% |
| 1Y | +7.8% | -45.0% | +52.8% | +10.7% |
| 3Y | +27.2% | -26.2% | +53.4% | +26.3% |
| 5Y | +32.5% | -64.0% | +96.5% | +35.6% |
| All | +80.4% | -14.1% | +94.5% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling