-16.4%
PINS vs VSH
+81.2%
-97.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.9% |
| 7D | -12.0% | +4.1% | -16.1% | -13.5% |
| 30D | -12.7% | -4.2% | -8.5% | -12.0% |
| 3M | -5.5% | -50.0% | +44.5% | +19.5% |
| 6M | +5.3% | +80.2% | -74.9% | -30.8% |
| YTD | -21.2% | +121.1% | -142.3% | -54.3% |
| 1Y | -45.0% | +112.0% | -157.0% | -67.6% |
| 3Y | -26.2% | +22.5% | -48.7% | -45.8% |
| 5Y | -64.0% | +64.0% | -128.0% | -78.7% |
| All | -16.4% | +81.2% | -97.6% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling