-21.9%
PINS vs MCO
+169.6%
-191.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.1% |
| 7D | -6.6% | -3.8% | -2.8% | -3.7% |
| 30D | -16.8% | -0.4% | -16.4% | -16.6% |
| 3M | -11.4% | +7.7% | -19.1% | -16.9% |
| 6M | -1.7% | +7.0% | -8.7% | -7.1% |
| YTD | -26.4% | -6.4% | -20.0% | -23.6% |
| 1Y | -45.5% | -7.6% | -37.9% | -43.1% |
| 3Y | -31.7% | +43.2% | -75.0% | -52.4% |
| 5Y | -64.9% | +29.6% | -94.4% | -73.7% |
| All | -21.9% | +169.6% | -191.5% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling