+61.8%
PINS vs OTIS
+97.1%
-35.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -12.0% | -0.7% | -11.3% | -11.7% |
| 30D | -12.7% | -2.0% | -10.7% | -11.8% |
| 3M | -5.5% | +2.6% | -8.1% | -7.1% |
| 6M | +5.3% | -20.9% | +26.2% | +18.4% |
| YTD | -21.2% | -17.1% | -4.1% | -13.9% |
| 1Y | -45.0% | -15.9% | -29.1% | -40.6% |
| 3Y | -26.2% | -12.7% | -13.5% | -24.5% |
| 5Y | -64.0% | -15.7% | -48.2% | -63.8% |
| All | +61.8% | +97.1% | -35.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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