-21.9%
PINS vs VIG
+154.5%
-176.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -2.8% |
| 7D | -6.2% | +0.4% | -6.6% | -6.6% |
| 30D | -10.9% | +4.3% | -15.2% | -15.9% |
| 3M | -19.5% | +2.0% | -21.5% | -21.6% |
| 6M | -10.4% | +10.2% | -20.6% | -21.6% |
| YTD | -26.4% | +14.8% | -41.2% | -39.5% |
| 1Y | -29.6% | +17.5% | -47.1% | -44.1% |
| 3Y | -39.0% | +67.4% | -106.4% | -70.7% |
| 5Y | -59.1% | +63.4% | -122.5% | -79.2% |
| All | -21.9% | +154.5% | -176.4% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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