-25.1%
PINS vs VICR
+497.2%
-522.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.9% | -4.3% | -8.2% |
| 7D | -13.9% | +1.3% | -15.1% | -14.1% |
| 30D | -25.0% | -11.9% | -13.0% | -23.5% |
| 3M | -16.6% | -35.1% | +18.5% | -11.4% |
| 6M | -7.0% | +8.1% | -15.1% | -17.0% |
| YTD | -29.4% | +67.8% | -97.2% | -44.9% |
| 1Y | -49.9% | +267.3% | -317.2% | -69.5% |
| 3Y | -33.6% | +191.2% | -224.9% | -61.2% |
| 5Y | -66.8% | +48.1% | -114.9% | -78.5% |
| All | -25.1% | +497.2% | -522.3% | -76.3% |
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