-58.7%
PINS vs VICR
+3.5%
-62.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -6.9% | -9.7% | +2.8% | -6.0% |
| 30D | -11.4% | -39.2% | +27.8% | -6.4% |
| 3M | -22.2% | -22.6% | +0.3% | -21.7% |
| 6M | -10.9% | -37.0% | +26.1% | -10.8% |
| YTD | -26.8% | +47.5% | -74.3% | -39.1% |
| 1Y | -29.8% | +75.0% | -104.8% | -43.6% |
| 3Y | -39.0% | +343.0% | -382.0% | -63.3% |
| 5Y | -58.7% | +3.9% | -62.6% | -73.4% |
| All | -58.7% | +3.5% | -62.2% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling