-63.0%
PINS vs VSXY
+21.5%
-84.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.1% | -2.0% |
| 7D | -5.2% | -6.8% | +1.5% | -4.2% |
| 30D | -14.9% | -20.4% | +5.4% | -11.6% |
| 3M | -8.4% | +2.9% | -11.3% | -9.3% |
| 6M | +0.6% | +67.9% | -67.3% | -11.9% |
| YTD | -22.2% | +44.9% | -67.1% | -30.4% |
| 1Y | -46.9% | +205.9% | -252.9% | -60.6% |
| 3Y | -26.9% | +373.9% | -400.7% | -58.3% |
| 5Y | -63.0% | +23.5% | -86.4% | -67.5% |
| All | -63.0% | +21.5% | -84.5% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling