-57.2%
PINS vs MOD
+720.4%
-777.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.3% | +0.5% | -5.7% |
| 7D | -0.7% | -34.2% | +33.5% | +4.9% |
| 30D | -1.2% | -51.9% | +50.7% | +9.1% |
| 3M | -15.3% | -53.0% | +37.8% | -6.5% |
| 6M | -11.2% | -66.4% | +55.2% | +1.3% |
| YTD | -23.6% | -31.5% | +8.0% | -25.5% |
| 1Y | -23.1% | -39.6% | +16.4% | -23.8% |
| 3Y | -36.0% | +116.8% | -152.9% | -56.6% |
| 5Y | -57.2% | +713.8% | -771.0% | -82.9% |
| All | -57.2% | +720.4% | -777.6% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling