-21.5%
PINS vs VTRS
-2.8%
-18.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | +1.0% | +4.6% | -3.6% | -0.5% |
| 30D | -12.0% | +19.4% | -31.4% | -17.1% |
| 3M | -17.9% | +30.8% | -48.7% | -25.1% |
| 6M | -1.0% | +21.6% | -22.7% | -7.9% |
| YTD | -26.0% | +71.2% | -97.2% | -39.2% |
| 1Y | -28.5% | +97.6% | -126.1% | -44.1% |
| 3Y | -39.2% | +163.9% | -203.1% | -59.5% |
| 5Y | -58.3% | +82.1% | -140.4% | -69.1% |
| All | -21.5% | -2.8% | -18.7% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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