-71.8%
PINS vs VSXY
+37.4%
-109.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.6% |
| 7D | -12.0% | -14.0% | +2.0% | -9.8% |
| 30D | -12.7% | -15.9% | +3.2% | -10.2% |
| 3M | -5.5% | +3.4% | -8.9% | -6.5% |
| 6M | +5.3% | +25.9% | -20.6% | -2.3% |
| YTD | -21.2% | +39.5% | -60.7% | -28.7% |
| 1Y | -45.0% | +194.4% | -239.4% | -58.2% |
| 3Y | -26.2% | +281.4% | -307.6% | -53.2% |
| 5Y | -64.0% | +12.8% | -76.7% | -70.0% |
| All | -71.8% | +37.4% | -109.1% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling