+33.2%
USO vs PINS
-14.1%
+47.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +9.5% | -12.0% | +21.5% | +10.4% |
| 30D | +23.6% | -12.7% | +36.2% | +24.6% |
| 3M | +3.8% | -5.5% | +9.3% | +3.9% |
| 6M | +55.0% | +5.3% | +49.8% | +53.4% |
| YTD | +105.3% | -21.2% | +126.5% | +107.1% |
| 1Y | +91.4% | -45.0% | +136.4% | +98.3% |
| 3Y | +84.6% | -26.2% | +110.8% | +82.7% |
| 5Y | +191.7% | -64.0% | +255.7% | +204.9% |
| All | +33.2% | -14.1% | +47.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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