-21.5%
PINS vs MKC
-28.2%
+6.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +1.0% | -3.0% | +4.0% | +1.8% |
| 30D | -12.0% | +4.8% | -16.8% | -13.1% |
| 3M | -17.9% | -12.8% | -5.0% | -15.0% |
| 6M | -1.0% | +5.0% | -6.1% | -2.7% |
| YTD | -26.0% | -29.1% | +3.0% | -20.0% |
| 1Y | -28.5% | -26.4% | -2.1% | -23.7% |
| 3Y | -39.2% | -21.6% | -17.6% | -38.8% |
| 5Y | -58.3% | -35.2% | -23.1% | -56.8% |
| All | -21.5% | -28.2% | +6.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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