-16.4%
PINS vs MOD
+1,083.3%
-1,099.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.9% |
| 7D | -12.0% | +9.6% | -21.6% | -13.4% |
| 30D | -12.7% | 0.0% | -12.7% | -12.9% |
| 3M | -5.5% | -35.4% | +29.9% | +0.3% |
| 6M | +5.3% | -7.3% | +12.5% | +2.9% |
| YTD | -21.2% | +45.8% | -67.0% | -30.4% |
| 1Y | -45.0% | +43.1% | -88.2% | -51.9% |
| 3Y | -26.2% | +297.7% | -323.9% | -51.4% |
| 5Y | -64.0% | +1,478.8% | -1,542.7% | -83.3% |
| All | -16.4% | +1,083.3% | -1,099.7% | -66.2% |
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