-21.9%
PINS vs MKTX
-32.6%
+10.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -6.6% | -0.2% | -6.4% | -6.5% |
| 30D | -16.8% | +0.7% | -17.5% | -17.1% |
| 3M | -11.4% | +40.8% | -52.2% | -25.0% |
| 6M | -1.7% | -8.0% | +6.3% | 0.0% |
| YTD | -26.4% | -8.7% | -17.7% | -25.2% |
| 1Y | -45.5% | -11.8% | -33.7% | -44.0% |
| 3Y | -31.7% | -24.0% | -7.7% | -31.6% |
| 5Y | -64.9% | -60.3% | -4.6% | -49.5% |
| All | -21.9% | -32.6% | +10.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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