-66.8%
PINS vs MCO
+29.3%
-96.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.4% | -7.8% | -8.1% |
| 7D | -13.9% | -3.1% | -10.7% | -11.7% |
| 30D | -25.0% | -0.5% | -24.5% | -24.6% |
| 3M | -16.6% | +5.7% | -22.3% | -20.4% |
| 6M | -7.0% | +3.0% | -10.0% | -9.3% |
| YTD | -29.4% | -6.5% | -22.9% | -26.5% |
| 1Y | -49.9% | -5.8% | -44.2% | -48.6% |
| 3Y | -33.6% | +43.1% | -76.8% | -54.7% |
| 5Y | -66.8% | +29.5% | -96.3% | -77.9% |
| All | -66.8% | +29.3% | -96.1% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling