-21.6%
PINS vs VICR
+434.9%
-456.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | -0.2% |
| 7D | -3.4% | +21.9% | -25.3% | -7.4% |
| 30D | -14.5% | -38.4% | +23.8% | -7.5% |
| 3M | -16.5% | -27.2% | +10.7% | -14.6% |
| 6M | -7.0% | -43.7% | +36.7% | -3.6% |
| YTD | -26.1% | +50.3% | -76.4% | -43.2% |
| 1Y | -30.0% | +74.6% | -104.6% | -48.4% |
| 3Y | -38.5% | +351.2% | -389.7% | -69.9% |
| 5Y | -58.4% | +2.5% | -60.9% | -69.6% |
| All | -21.6% | +434.9% | -456.5% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling