-63.9%
XYZ vs PINS
-58.9%
-5.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +4.0% |
| 7D | +12.1% | -2.1% | +14.2% | +13.5% |
| 30D | +12.4% | -6.6% | +19.0% | +16.2% |
| 3M | +8.2% | -18.7% | +26.9% | +19.6% |
| 6M | +20.7% | -10.4% | +31.1% | +25.0% |
| YTD | +31.3% | -26.8% | +58.1% | +48.3% |
| 1Y | +20.5% | -27.9% | +48.4% | +36.5% |
| 3Y | +72.6% | -38.7% | +111.3% | +84.3% |
| All | -63.9% | -58.9% | -5.0% | -54.8% |
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