+101.3%
XLY vs PINS
-23.0%
+124.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.2% | +7.9% | +0.5% |
| 7D | -2.1% | -13.9% | +11.8% | +0.8% |
| 30D | -6.0% | -25.0% | +19.0% | -0.7% |
| 3M | -2.7% | -16.6% | +13.9% | +0.3% |
| 6M | -1.5% | -7.0% | +5.5% | -1.1% |
| YTD | -5.4% | -29.4% | +24.0% | -0.5% |
| 1Y | -3.8% | -49.9% | +46.1% | +7.5% |
| 3Y | +36.6% | -33.6% | +70.2% | +38.8% |
| 5Y | +27.4% | -66.8% | +94.2% | +36.8% |
| All | +101.3% | -23.0% | +124.4% | +52.4% |
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