-53.0%
PINS vs OUST
-62.4%
+9.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.4% |
| 7D | -12.0% | +5.2% | -17.3% | -12.8% |
| 30D | -12.7% | -19.3% | +6.6% | -10.2% |
| 3M | -5.5% | -22.6% | +17.1% | -5.1% |
| 6M | +5.3% | +62.8% | -57.5% | -9.3% |
| YTD | -21.2% | +68.3% | -89.6% | -33.0% |
| 1Y | -45.0% | +28.5% | -73.6% | -51.9% |
| 3Y | -26.2% | +554.0% | -580.3% | -59.1% |
| 5Y | -64.0% | -56.2% | -7.7% | -68.4% |
| All | -53.0% | -62.4% | +9.5% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling