-22.3%
PINS vs VMC
+145.7%
-168.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -6.6% | +15.8% | -22.5% | -14.2% |
| 3M | -18.7% | +0.6% | -19.3% | -19.1% |
| 6M | -10.4% | -4.0% | -6.4% | -9.4% |
| YTD | -26.8% | -0.3% | -26.5% | -29.3% |
| 1Y | -27.9% | -0.5% | -27.3% | -30.4% |
| 3Y | -38.7% | +39.6% | -78.2% | -53.7% |
| 5Y | -59.0% | +50.1% | -109.0% | -70.8% |
| All | -22.3% | +145.7% | -168.0% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling