-25.1%
PINS vs VTR
+102.8%
-127.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.0% |
| 7D | -13.9% | -2.9% | -10.9% | -12.9% |
| 30D | -25.0% | -2.8% | -22.2% | -24.3% |
| 3M | -16.6% | +9.0% | -25.6% | -19.5% |
| 6M | -7.0% | +5.0% | -11.9% | -9.5% |
| YTD | -29.4% | +16.9% | -46.3% | -34.2% |
| 1Y | -49.9% | +34.3% | -84.2% | -55.8% |
| 3Y | -33.6% | +131.6% | -165.2% | -53.6% |
| 5Y | -66.8% | +88.0% | -154.8% | -75.1% |
| All | -25.1% | +102.8% | -127.9% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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