-17.5%
PINS vs VMC
+124.5%
-142.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.3% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | -14.9% | -9.1% | -5.8% | -10.2% |
| 3M | -8.4% | -4.1% | -4.3% | -7.1% |
| 6M | +0.6% | -5.5% | +6.2% | +2.0% |
| YTD | -22.2% | -8.9% | -13.3% | -20.8% |
| 1Y | -46.9% | -12.9% | -34.0% | -44.4% |
| 3Y | -26.9% | +22.1% | -49.0% | -40.2% |
| 5Y | -63.0% | +52.7% | -115.7% | -73.9% |
| All | -17.5% | +124.5% | -142.0% | -51.3% |
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