+18.8%
XYZ vs PINS
-16.7%
+35.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.6% | -0.9% |
| 7D | +9.2% | -0.7% | +9.9% | +9.7% |
| 30D | +9.8% | -1.2% | +11.0% | +10.2% |
| 3M | -0.2% | -15.3% | +15.1% | +7.0% |
| 6M | +18.0% | -11.2% | +29.1% | +22.4% |
| YTD | +29.1% | -23.6% | +52.7% | +40.7% |
| 1Y | +14.1% | -23.1% | +37.3% | +23.5% |
| 3Y | +72.6% | -36.0% | +108.7% | +85.1% |
| 5Y | -64.6% | -57.2% | -7.4% | -57.8% |
| All | +18.8% | -16.7% | +35.5% | -16.8% |
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 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