+20.8%
XYZ vs PINS
-20.2%
+41.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +3.7% |
| 7D | +12.1% | -2.1% | +14.2% | +13.3% |
| 30D | +12.4% | -6.6% | +19.0% | +15.8% |
| 3M | +8.2% | -18.7% | +26.9% | +18.1% |
| 6M | +20.7% | -10.4% | +31.1% | +24.7% |
| YTD | +31.3% | -26.8% | +58.1% | +45.9% |
| 1Y | +20.5% | -27.9% | +48.4% | +34.3% |
| 3Y | +72.6% | -38.7% | +111.3% | +88.6% |
| 5Y | -64.0% | -59.0% | -5.0% | -56.3% |
| All | +20.8% | -20.2% | +41.0% | -13.8% |
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