-71.1%
PINS vs OWL
+32.0%
-103.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.6% |
| 7D | -5.2% | -3.9% | -1.3% | -3.7% |
| 30D | -14.9% | -3.7% | -11.3% | -14.0% |
| 3M | -8.4% | +21.4% | -29.8% | -16.7% |
| 6M | +0.6% | +18.3% | -17.7% | -8.2% |
| YTD | -22.2% | -20.1% | -2.1% | -16.5% |
| 1Y | -46.9% | -32.8% | -14.1% | -38.9% |
| 3Y | -26.9% | +8.6% | -35.5% | -37.0% |
| 5Y | -63.0% | -4.5% | -58.5% | -68.8% |
| All | -71.1% | +32.0% | -103.1% | -76.5% |
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