-23.0%
PINS vs VTRS
-23.6%
+0.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +3.0% |
| 7D | -9.9% | -3.3% | -6.6% | -8.9% |
| 30D | -20.9% | +1.4% | -22.3% | -21.3% |
| 3M | -13.7% | +4.6% | -18.4% | -15.3% |
| 6M | -3.0% | +18.1% | -21.1% | -9.0% |
| YTD | -27.5% | +34.7% | -62.1% | -35.3% |
| 1Y | -46.8% | +65.6% | -112.4% | -56.2% |
| 3Y | -31.8% | +83.8% | -115.6% | -48.3% |
| 5Y | -65.4% | +46.5% | -111.9% | -72.3% |
| All | -23.0% | -23.6% | +0.5% | -28.6% |
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