-22.3%
PINS vs MOD
+487.3%
-509.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.7% | -9.9% | -5.1% |
| 7D | -2.1% | -25.5% | +23.5% | +2.0% |
| 30D | -6.6% | -49.0% | +42.4% | +3.3% |
| 3M | -18.7% | -49.8% | +31.1% | -10.2% |
| 6M | -10.4% | -64.8% | +54.4% | +3.1% |
| YTD | -26.8% | -27.6% | +0.9% | -28.2% |
| 1Y | -27.9% | -35.2% | +7.3% | -28.2% |
| 3Y | -38.7% | +137.1% | -175.8% | -56.7% |
| 5Y | -59.0% | +760.3% | -819.3% | -79.3% |
| All | -22.3% | +487.3% | -509.6% | -65.1% |
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