-16.4%
PINS vs OMC
+28.2%
-44.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.1% |
| 7D | -12.0% | -6.4% | -5.6% | -9.5% |
| 30D | -12.7% | +1.1% | -13.8% | -13.2% |
| 3M | -5.5% | +10.4% | -15.9% | -10.2% |
| 6M | +5.3% | -1.7% | +7.0% | +5.5% |
| YTD | -21.2% | +4.4% | -25.6% | -23.6% |
| 1Y | -45.0% | +8.4% | -53.5% | -48.0% |
| 3Y | -26.2% | +14.4% | -40.6% | -33.4% |
| 5Y | -64.0% | +33.9% | -97.8% | -69.5% |
| All | -16.4% | +28.2% | -44.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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