-22.3%
PINS vs MTB
+64.2%
-86.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.9% |
| 7D | -2.1% | -1.3% | -0.7% | -1.5% |
| 30D | -6.6% | +0.5% | -7.2% | -6.7% |
| 3M | -18.7% | -12.4% | -6.3% | -14.8% |
| 6M | -10.4% | +1.5% | -11.9% | -11.0% |
| YTD | -26.8% | +10.3% | -37.1% | -29.7% |
| 1Y | -27.9% | +22.2% | -50.1% | -33.2% |
| 3Y | -38.7% | +96.9% | -135.6% | -52.3% |
| 5Y | -59.0% | +64.3% | -123.3% | -66.5% |
| All | -22.3% | +64.2% | -86.4% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling