-21.2%
PINS vs VSH
+66.6%
-87.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | -1.7% |
| 7D | -9.4% | +12.8% | -22.1% | -14.0% |
| 30D | -10.2% | -9.0% | -1.2% | -8.8% |
| 3M | -19.0% | -12.2% | -6.8% | -18.1% |
| 6M | -7.4% | -15.9% | +8.6% | -13.6% |
| YTD | -25.7% | +103.2% | -129.0% | -57.0% |
| 1Y | -29.7% | +108.4% | -138.1% | -60.0% |
| 3Y | -38.1% | +41.6% | -79.7% | -60.6% |
| 5Y | -57.3% | +54.6% | -111.9% | -75.1% |
| All | -21.2% | +66.6% | -87.8% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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