+87.6%
XLU vs PINS
-23.0%
+110.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.2% | +8.1% | -0.6% |
| 7D | +0.6% | -13.9% | +14.5% | +1.6% |
| 30D | -0.4% | -25.0% | +24.5% | +1.3% |
| 3M | -1.7% | -16.6% | +14.9% | -0.8% |
| 6M | -7.1% | -7.0% | -0.1% | -7.1% |
| YTD | +1.9% | -29.4% | +31.3% | +3.7% |
| 1Y | +6.1% | -49.9% | +56.0% | +10.3% |
| 3Y | +48.8% | -33.6% | +82.4% | +48.3% |
| 5Y | +43.8% | -66.8% | +110.6% | +49.1% |
| All | +87.6% | -23.0% | +110.6% | +45.1% |
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