-51.1%
PINS vs OUST
-65.4%
+14.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.7% | -11.5% | +1.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.3% |
| 30D | +5.8% | -24.0% | +29.8% | +9.6% |
| 3M | -17.0% | -29.9% | +12.8% | -13.6% |
| 6M | +1.8% | +19.1% | -17.4% | -7.8% |
| YTD | -18.0% | +55.0% | -73.0% | -30.1% |
| 1Y | -35.5% | +21.2% | -56.7% | -42.8% |
| 3Y | -31.4% | +626.0% | -657.4% | -63.2% |
| 5Y | -51.4% | -51.6% | +0.2% | -58.3% |
| All | -51.1% | -65.4% | +14.3% | -54.0% |
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