-58.7%
PINS vs MXL
-19.0%
-39.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.1% |
| 7D | -6.9% | -15.9% | +8.9% | -5.3% |
| 30D | -11.4% | -44.0% | +32.6% | -5.2% |
| 3M | -22.2% | -21.3% | -0.9% | -22.1% |
| 6M | -10.9% | -46.1% | +35.2% | -9.2% |
| YTD | -26.8% | +208.8% | -235.6% | -53.3% |
| 1Y | -29.8% | +255.5% | -285.4% | -57.1% |
| 3Y | -39.0% | +223.3% | -262.3% | -69.5% |
| 5Y | -58.7% | -18.1% | -40.6% | -63.8% |
| All | -58.7% | -19.0% | -39.7% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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