-16.4%
PINS vs MDY
+112.8%
-129.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -12.0% | +0.1% | -12.2% | -12.2% |
| 30D | -12.7% | -1.5% | -11.2% | -11.3% |
| 3M | -5.5% | +0.8% | -6.3% | -6.7% |
| 6M | +5.3% | +7.4% | -2.2% | -4.0% |
| YTD | -21.2% | +15.2% | -36.4% | -34.0% |
| 1Y | -45.0% | +16.5% | -61.6% | -54.6% |
| 3Y | -26.2% | +46.8% | -73.0% | -54.0% |
| 5Y | -64.0% | +46.0% | -110.0% | -76.6% |
| All | -16.4% | +112.8% | -129.2% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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