-17.5%
PINS vs MET
+168.6%
-186.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.1% |
| 7D | -5.2% | +1.1% | -6.4% | -5.9% |
| 30D | -14.9% | -2.3% | -12.6% | -14.0% |
| 3M | -8.4% | +13.9% | -22.3% | -14.7% |
| 6M | +0.6% | +34.8% | -34.2% | -14.4% |
| YTD | -22.2% | +23.5% | -45.7% | -30.9% |
| 1Y | -46.9% | +23.4% | -70.3% | -52.9% |
| 3Y | -26.9% | +64.9% | -91.8% | -44.7% |
| 5Y | -63.0% | +82.0% | -145.0% | -73.4% |
| All | -17.5% | +168.6% | -186.0% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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