-22.3%
PINS vs VFC
-71.5%
+49.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -2.1% | +11.2% | -13.3% | -5.0% |
| 30D | -6.6% | +41.5% | -48.2% | -15.6% |
| 3M | -18.7% | +38.9% | -57.7% | -26.2% |
| 6M | -10.4% | +6.1% | -16.5% | -13.0% |
| YTD | -26.8% | +14.5% | -41.3% | -31.0% |
| 1Y | -27.9% | +46.0% | -73.8% | -37.0% |
| 3Y | -38.7% | +36.4% | -75.1% | -51.9% |
| 5Y | -59.0% | -67.5% | +8.6% | -40.8% |
| All | -22.3% | -71.5% | +49.2% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling