+77.6%
XOP vs PINS
-14.1%
+91.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.5% |
| 7D | +2.6% | -12.0% | +14.6% | +4.7% |
| 30D | +15.4% | -12.7% | +28.1% | +17.9% |
| 3M | +12.1% | -5.5% | +17.6% | +12.4% |
| 6M | +19.7% | +5.3% | +14.4% | +17.4% |
| YTD | +52.4% | -21.2% | +73.6% | +55.9% |
| 1Y | +47.6% | -45.0% | +92.6% | +59.8% |
| 3Y | +34.4% | -26.2% | +60.6% | +33.2% |
| 5Y | +154.4% | -64.0% | +218.3% | +172.4% |
| All | +77.6% | -14.1% | +91.7% | +15.5% |
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