-23.0%
PINS vs MTCH
-25.7%
+2.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | -9.9% | -1.4% | -8.5% | -9.3% |
| 30D | -20.9% | +13.6% | -34.6% | -25.7% |
| 3M | -13.7% | +22.4% | -36.1% | -21.6% |
| 6M | -3.0% | +37.2% | -40.2% | -16.9% |
| YTD | -27.5% | +31.8% | -59.3% | -36.9% |
| 1Y | -46.8% | +12.9% | -59.7% | -50.5% |
| 3Y | -31.8% | -1.1% | -30.7% | -37.1% |
| 5Y | -65.4% | -73.5% | +8.1% | -39.0% |
| All | -23.0% | -25.7% | +2.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MTCH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling