-63.0%
PINS vs MXL
+23.2%
-86.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.0% | -7.3% | -2.2% |
| 7D | -5.2% | +15.5% | -20.7% | -7.4% |
| 30D | -14.9% | -11.3% | -3.6% | -14.0% |
| 3M | -8.4% | -16.1% | +7.7% | -10.2% |
| 6M | +0.6% | +323.0% | -322.4% | -36.9% |
| YTD | -22.2% | +281.5% | -303.7% | -50.6% |
| 1Y | -46.9% | +319.3% | -366.2% | -67.7% |
| 3Y | -26.9% | +189.4% | -216.3% | -58.3% |
| 5Y | -63.0% | +26.0% | -89.0% | -70.1% |
| All | -63.0% | +23.2% | -86.2% | -70.1% |
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