-54.4%
PINS vs OUST
-68.5%
+14.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.0% | +2.3% | -5.4% |
| 7D | -0.7% | -5.0% | +4.4% | 0.0% |
| 30D | -1.2% | -32.0% | +30.8% | +4.1% |
| 3M | -15.3% | -32.4% | +17.1% | -11.3% |
| 6M | -11.2% | +6.7% | -17.9% | -18.1% |
| YTD | -23.6% | +41.0% | -64.6% | -33.8% |
| 1Y | -23.1% | +18.0% | -41.1% | -31.8% |
| 3Y | -36.0% | +560.6% | -596.6% | -65.2% |
| 5Y | -57.2% | -55.1% | -2.1% | -62.8% |
| All | -54.4% | -68.5% | +14.1% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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