+162.4%
XOP vs PINS
-63.8%
+226.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +0.6% | -5.2% | +5.8% | +1.3% |
| 30D | +16.5% | -14.9% | +31.5% | +18.9% |
| 3M | +15.7% | -8.4% | +24.1% | +16.5% |
| 6M | +19.2% | +0.6% | +18.6% | +18.1% |
| YTD | +55.0% | -22.2% | +77.2% | +58.4% |
| 1Y | +54.2% | -46.9% | +101.1% | +66.1% |
| 3Y | +35.9% | -26.9% | +62.8% | +35.4% |
| 5Y | +162.4% | -63.0% | +225.4% | +166.2% |
| All | +162.4% | -63.8% | +226.3% | +166.2% |
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