-17.5%
PINS vs VCLT
+9.1%
-26.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -5.2% | +0.3% | -5.5% | -5.5% |
| 30D | -14.9% | -0.6% | -14.4% | -14.6% |
| 3M | -8.4% | -2.2% | -6.2% | -6.7% |
| 6M | +0.6% | -2.9% | +3.5% | +3.0% |
| YTD | -22.2% | -2.1% | -20.2% | -21.0% |
| 1Y | -46.9% | -2.6% | -44.3% | -45.8% |
| 3Y | -26.9% | +12.5% | -39.4% | -34.1% |
| 5Y | -63.0% | -15.3% | -47.7% | -58.5% |
| All | -17.5% | +9.1% | -26.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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