-72.7%
PINS vs OWL
+22.0%
-94.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -1.8% |
| 7D | -6.2% | -2.4% | -3.8% | -5.2% |
| 30D | -10.9% | +9.3% | -20.2% | -14.5% |
| 3M | -19.5% | -11.0% | -8.5% | -16.3% |
| 6M | -10.4% | +2.4% | -12.8% | -13.1% |
| YTD | -26.4% | -26.2% | -0.2% | -18.7% |
| 1Y | -29.6% | -27.4% | -2.2% | -21.9% |
| 3Y | -39.0% | -8.7% | -30.3% | -43.2% |
| 5Y | -59.1% | -19.3% | -39.8% | -64.3% |
| All | -72.7% | +22.0% | -94.7% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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