-59.3%
PINS vs OUST
-49.1%
-10.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +14.0% | -18.2% | -6.4% |
| 7D | -2.1% | +17.0% | -19.1% | -4.8% |
| 30D | -6.6% | -16.5% | +9.9% | -4.8% |
| 3M | -18.7% | -23.7% | +4.9% | -16.6% |
| 6M | -10.4% | +18.4% | -28.8% | -19.1% |
| YTD | -26.8% | +60.8% | -87.6% | -38.4% |
| 1Y | -27.9% | +44.2% | -72.1% | -38.5% |
| 3Y | -38.7% | +668.1% | -706.8% | -68.8% |
| All | -59.3% | -49.1% | -10.2% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling