-59.3%
PINS vs MTB
+63.3%
-122.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | -2.1% | -1.3% | -0.7% | -1.4% |
| 30D | -6.6% | +0.5% | -7.2% | -6.8% |
| 3M | -18.7% | -12.4% | -6.3% | -14.0% |
| 6M | -10.4% | +1.5% | -11.9% | -11.2% |
| YTD | -26.8% | +10.3% | -37.1% | -30.3% |
| 1Y | -27.9% | +22.2% | -50.1% | -34.4% |
| 3Y | -38.7% | +96.9% | -135.6% | -54.9% |
| All | -59.3% | +63.3% | -122.6% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling