-25.1%
PINS vs MTCH
-26.4%
+1.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -9.6% |
| 7D | -13.9% | -2.4% | -11.5% | -12.9% |
| 30D | -25.0% | +12.8% | -37.8% | -29.3% |
| 3M | -16.6% | +20.0% | -36.6% | -23.5% |
| 6M | -7.0% | +34.7% | -41.7% | -19.6% |
| YTD | -29.4% | +30.6% | -60.0% | -38.3% |
| 1Y | -49.9% | +10.9% | -60.9% | -53.1% |
| 3Y | -33.6% | -2.0% | -31.6% | -38.5% |
| 5Y | -66.8% | -72.6% | +5.8% | -42.4% |
| All | -25.1% | -26.4% | +1.3% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling