-22.3%
PINS vs VSH
+53.1%
-75.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -6.9% | -1.6% | -5.3% | -7.2% |
| 30D | -11.4% | -21.3% | +9.8% | -5.1% |
| 3M | -22.2% | -18.9% | -3.3% | -19.0% |
| 6M | -10.9% | -21.4% | +10.5% | -14.9% |
| YTD | -26.8% | +86.8% | -113.7% | -56.3% |
| 1Y | -29.8% | +85.8% | -115.6% | -58.1% |
| 3Y | -39.0% | +30.1% | -69.1% | -59.9% |
| 5Y | -58.7% | +42.8% | -101.5% | -75.2% |
| All | -22.3% | +53.1% | -75.5% | -57.4% |
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