-21.9%
PINS vs MOD
+545.3%
-567.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.3% | -1.1% |
| 7D | -6.2% | -13.9% | +7.8% | -4.6% |
| 30D | -10.9% | -41.5% | +30.6% | -3.7% |
| 3M | -19.5% | -45.7% | +26.2% | -12.3% |
| 6M | -10.4% | -61.1% | +50.7% | +1.4% |
| YTD | -26.4% | -20.5% | -5.9% | -28.9% |
| 1Y | -29.6% | -32.1% | +2.5% | -30.4% |
| 3Y | -39.0% | +146.5% | -185.5% | -57.1% |
| 5Y | -59.1% | +812.7% | -871.9% | -79.5% |
| All | -21.9% | +545.3% | -567.2% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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