-21.5%
PINS vs VNQ
+50.5%
-72.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +1.0% | +0.8% | +0.2% | +0.3% |
| 30D | -12.0% | +6.8% | -18.8% | -17.0% |
| 3M | -17.9% | -1.3% | -16.6% | -16.9% |
| 6M | -1.0% | +2.4% | -3.4% | -3.5% |
| YTD | -26.0% | +12.1% | -38.2% | -34.4% |
| 1Y | -28.5% | +12.0% | -40.5% | -36.5% |
| 3Y | -39.2% | +44.8% | -84.0% | -58.7% |
| 5Y | -58.3% | +6.9% | -65.2% | -61.6% |
| All | -21.5% | +50.5% | -72.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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