+85.2%
XLU vs PINS
-19.8%
+105.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.6% | -6.6% | +5.0% | -1.2% |
| 30D | -3.3% | -16.8% | +13.5% | -2.2% |
| 3M | -3.2% | -11.4% | +8.2% | -2.6% |
| 6M | -7.0% | -1.7% | -5.3% | -7.3% |
| YTD | +0.6% | -26.4% | +27.0% | +2.1% |
| 1Y | +2.4% | -45.5% | +47.9% | +5.9% |
| 3Y | +46.3% | -31.7% | +78.0% | +45.6% |
| 5Y | +44.0% | -64.9% | +108.8% | +48.6% |
| All | +85.2% | -19.8% | +105.0% | +42.8% |
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