+44.7%
XLU vs PINS
-65.4%
+110.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.0% |
| 7D | -1.2% | -9.9% | +8.7% | -1.0% |
| 30D | -2.5% | -20.9% | +18.4% | -2.1% |
| 3M | -2.7% | -13.7% | +11.0% | -2.5% |
| 6M | -7.5% | -3.0% | -4.4% | -7.6% |
| YTD | +0.9% | -27.5% | +28.4% | +1.7% |
| 1Y | +3.3% | -46.8% | +50.1% | +5.1% |
| 3Y | +47.3% | -31.8% | +79.1% | +46.7% |
| All | +44.7% | -65.4% | +110.0% | +43.5% |
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