-22.3%
PINS vs VMC
+150.2%
-172.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.2% |
| 7D | -6.9% | +1.1% | -8.1% | -7.4% |
| 30D | -11.4% | +17.7% | -29.1% | -19.4% |
| 3M | -22.2% | +1.1% | -23.3% | -22.8% |
| 6M | -10.9% | +1.8% | -12.7% | -12.9% |
| YTD | -26.8% | +1.5% | -28.3% | -30.0% |
| 1Y | -29.8% | -1.1% | -28.7% | -31.9% |
| 3Y | -39.0% | +38.8% | -77.8% | -53.7% |
| 5Y | -58.7% | +49.6% | -108.2% | -70.5% |
| All | -22.3% | +150.2% | -172.5% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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