-60.1%
PINS vs VFC
-68.3%
+8.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.7% |
| 7D | +1.0% | +1.6% | -0.6% | +0.6% |
| 30D | -12.0% | +25.5% | -37.5% | -16.9% |
| 3M | -17.9% | +41.3% | -59.2% | -24.8% |
| 6M | -1.0% | +22.2% | -23.3% | -6.9% |
| YTD | -26.0% | +16.4% | -42.4% | -30.0% |
| 1Y | -28.5% | +38.4% | -66.9% | -35.4% |
| 3Y | -39.2% | +56.2% | -95.4% | -52.4% |
| All | -60.1% | -68.3% | +8.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling