-21.6%
PINS vs VCLT
+7.0%
-28.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.4% |
| 7D | -3.4% | -1.9% | -1.5% | -2.0% |
| 30D | -14.5% | +1.4% | -16.0% | -15.5% |
| 3M | -16.5% | -1.8% | -14.7% | -15.4% |
| 6M | -7.0% | -3.9% | -3.1% | -4.1% |
| YTD | -26.1% | -3.9% | -22.2% | -23.9% |
| 1Y | -30.0% | -4.7% | -25.3% | -27.4% |
| 3Y | -38.5% | +14.1% | -52.5% | -45.2% |
| 5Y | -58.4% | -16.6% | -41.8% | -52.8% |
| All | -21.6% | +7.0% | -28.6% | -1.3% |
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