-13.0%
PINS vs MOD
+499.1%
-512.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -21.4% | +25.7% | +7.7% |
| 7D | +1.4% | -31.3% | +32.8% | +7.1% |
| 30D | +5.8% | -46.1% | +51.9% | +16.0% |
| 3M | -17.0% | -51.1% | +34.1% | -7.9% |
| 6M | +1.8% | -62.1% | +63.8% | +15.6% |
| YTD | -18.0% | -26.2% | +8.1% | -19.8% |
| 1Y | -35.5% | -32.6% | -3.0% | -36.4% |
| 3Y | -31.4% | +133.8% | -165.2% | -51.4% |
| 5Y | -51.4% | +792.8% | -844.1% | -75.6% |
| All | -13.0% | +499.1% | -512.2% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling