-74.4%
PINS vs OSCR
-9.0%
-65.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | -6.6% | +1.6% | -8.2% | -6.8% |
| 30D | -16.8% | +10.7% | -27.5% | -18.2% |
| 3M | -11.4% | +13.4% | -24.7% | -13.6% |
| 6M | -1.7% | +144.6% | -146.3% | -16.5% |
| YTD | -26.4% | +128.0% | -154.5% | -37.0% |
| 1Y | -45.5% | +68.7% | -114.2% | -51.8% |
| 3Y | -31.7% | +398.8% | -430.5% | -57.4% |
| 5Y | -64.9% | +87.3% | -152.1% | -76.3% |
| All | -74.4% | -9.0% | -65.4% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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