+33.6%
XLY vs PINS
-30.9%
+64.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -1.7% | -6.6% | +4.9% | -0.6% |
| 30D | -4.2% | -16.8% | +12.6% | -1.3% |
| 3M | -2.7% | -11.4% | +8.7% | -1.2% |
| 6M | -0.6% | -1.7% | +1.1% | -1.3% |
| YTD | -5.0% | -26.4% | +21.4% | -1.2% |
| 1Y | -4.1% | -45.5% | +41.4% | +4.6% |
| 3Y | +33.6% | -31.7% | +65.3% | +35.1% |
| All | +33.6% | -30.9% | +64.5% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling