+17.0%
XYZ vs PINS
-14.1%
+31.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.3% |
| 7D | -1.0% | -12.0% | +11.1% | +5.1% |
| 30D | -1.7% | -12.7% | +11.0% | +4.5% |
| 3M | +16.7% | -5.5% | +22.3% | +19.0% |
| 6M | +26.9% | +5.3% | +21.6% | +22.0% |
| YTD | +27.1% | -21.2% | +48.4% | +37.6% |
| 1Y | +9.3% | -45.0% | +54.3% | +36.8% |
| 3Y | +42.3% | -26.2% | +68.5% | +41.0% |
| 5Y | -69.3% | -64.0% | -5.4% | -61.3% |
| All | +17.0% | -14.1% | +31.1% | -18.7% |
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