-21.2%
PINS vs VMC
+147.6%
-168.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.1% |
| 7D | -9.4% | -4.3% | -5.1% | -7.0% |
| 30D | -10.2% | +16.2% | -26.4% | -17.7% |
| 3M | -19.0% | -0.8% | -18.2% | -18.8% |
| 6M | -7.4% | +1.2% | -8.5% | -9.2% |
| YTD | -25.7% | +0.5% | -26.2% | -28.6% |
| 1Y | -29.7% | -2.9% | -26.8% | -31.1% |
| 3Y | -38.1% | +37.3% | -75.5% | -52.8% |
| 5Y | -57.3% | +48.8% | -106.1% | -69.4% |
| All | -21.2% | +147.6% | -168.8% | -56.1% |
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