-21.6%
PINS vs VIG
+157.1%
-178.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | -3.4% | +3.1% | -6.5% | -7.4% |
| 30D | -14.5% | +5.0% | -19.6% | -20.1% |
| 3M | -16.5% | +2.7% | -19.2% | -19.4% |
| 6M | -7.0% | +11.0% | -18.0% | -19.4% |
| YTD | -26.1% | +16.0% | -42.1% | -40.2% |
| 1Y | -30.0% | +16.3% | -46.3% | -43.5% |
| 3Y | -38.5% | +66.8% | -105.3% | -70.3% |
| 5Y | -58.4% | +64.8% | -123.2% | -79.0% |
| All | -21.6% | +157.1% | -178.8% | -77.8% |
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