-26.9%
PINS vs VICR
+201.6%
-228.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.5% |
| 7D | -5.2% | +9.8% | -15.1% | -6.0% |
| 30D | -14.9% | -12.6% | -2.3% | -14.3% |
| 3M | -8.4% | -29.7% | +21.3% | -6.9% |
| 6M | +0.6% | +18.8% | -18.2% | -6.2% |
| YTD | -22.2% | +76.4% | -98.6% | -31.8% |
| 1Y | -46.9% | +282.4% | -329.3% | -59.4% |
| 3Y | -26.9% | +206.2% | -233.1% | -36.6% |
| All | -26.9% | +201.6% | -228.5% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VICR 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling