-16.4%
PINS vs MKTX
-32.5%
+16.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -12.0% | +0.4% | -12.4% | -12.2% |
| 30D | -12.7% | +1.1% | -13.8% | -13.1% |
| 3M | -5.5% | +36.1% | -41.6% | -18.9% |
| 6M | +5.3% | -12.9% | +18.1% | +9.7% |
| YTD | -21.2% | -8.5% | -12.7% | -20.0% |
| 1Y | -45.0% | -7.5% | -37.5% | -44.8% |
| 3Y | -26.2% | -28.3% | +2.1% | -23.3% |
| 5Y | -64.0% | -63.3% | -0.7% | -45.8% |
| All | -16.4% | -32.5% | +16.1% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling