+119.6%
XLV vs PINS
-23.0%
+142.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | +0.5% |
| 7D | -3.7% | -13.9% | +10.2% | -2.4% |
| 30D | -1.1% | -25.0% | +23.9% | +1.4% |
| 3M | +8.2% | -16.6% | +24.9% | +9.7% |
| 6M | +8.9% | -7.0% | +15.9% | +9.1% |
| YTD | +8.5% | -29.4% | +37.9% | +11.1% |
| 1Y | +22.3% | -49.9% | +72.2% | +28.8% |
| 3Y | +32.6% | -33.6% | +66.3% | +32.8% |
| 5Y | +34.4% | -66.8% | +101.2% | +39.5% |
| All | +119.6% | -23.0% | +142.6% | +75.0% |
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