-62.2%
XYZ vs PINS
-58.3%
-3.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | -2.2% | -9.4% | +7.2% | +3.0% |
| 30D | +11.6% | -10.2% | +21.8% | +17.9% |
| 3M | +8.4% | -19.0% | +27.4% | +20.2% |
| 6M | +17.2% | -7.4% | +24.5% | +19.2% |
| YTD | +31.7% | -25.7% | +57.4% | +47.6% |
| 1Y | +30.1% | -29.7% | +59.8% | +50.0% |
| 3Y | +66.4% | -38.1% | +104.6% | +77.0% |
| 5Y | -62.2% | -57.3% | -4.9% | -53.5% |
| All | -62.2% | -58.3% | -3.8% | -53.5% |
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 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