-21.2%
PINS vs VFC
-71.1%
+49.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -9.4% | -1.4% | -8.0% | -9.0% |
| 30D | -10.2% | +30.7% | -40.9% | -17.0% |
| 3M | -19.0% | +40.6% | -59.7% | -26.8% |
| 6M | -7.4% | +16.5% | -23.8% | -12.4% |
| YTD | -25.7% | +16.2% | -41.9% | -30.3% |
| 1Y | -29.7% | +42.4% | -72.2% | -38.2% |
| 3Y | -38.1% | +48.1% | -86.2% | -52.9% |
| 5Y | -57.3% | -67.8% | +10.5% | -38.0% |
| All | -21.2% | -71.1% | +49.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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