-37.6%
PINS vs MULL
+1,230.7%
-1,268.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.3% | +0.4% |
| 7D | +1.0% | +24.5% | -23.5% | -0.2% |
| 30D | -12.0% | -35.5% | +23.5% | -10.8% |
| 3M | -17.9% | -44.8% | +26.9% | -16.7% |
| 6M | -1.0% | -45.5% | +44.4% | -4.9% |
| YTD | -26.0% | +232.5% | -258.6% | -44.2% |
| 1Y | -28.5% | +343.3% | -371.7% | -48.8% |
| All | -37.6% | +1,230.7% | -1,268.2% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling