-21.2%
PINS vs MTB
+66.0%
-87.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -9.4% | -2.0% | -7.4% | -8.7% |
| 30D | -10.2% | +0.1% | -10.4% | -10.2% |
| 3M | -19.0% | -12.1% | -6.9% | -15.2% |
| 6M | -7.4% | +7.3% | -14.7% | -9.9% |
| YTD | -25.7% | +11.5% | -37.3% | -28.9% |
| 1Y | -29.7% | +21.3% | -51.0% | -34.8% |
| 3Y | -38.1% | +104.1% | -142.2% | -52.4% |
| 5Y | -57.3% | +61.8% | -119.1% | -64.9% |
| All | -21.2% | +66.0% | -87.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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