-21.9%
PINS vs VWO
+70.7%
-92.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +0.6% |
| 7D | -6.6% | -1.8% | -4.8% | -4.6% |
| 30D | -16.8% | -0.1% | -16.7% | -16.8% |
| 3M | -11.4% | +2.2% | -13.6% | -14.2% |
| 6M | -1.7% | +8.8% | -10.5% | -12.9% |
| YTD | -26.4% | +12.4% | -38.8% | -38.1% |
| 1Y | -45.5% | +15.6% | -61.1% | -55.9% |
| 3Y | -31.7% | +62.5% | -94.3% | -64.8% |
| 5Y | -64.9% | +34.3% | -99.1% | -75.9% |
| All | -21.9% | +70.7% | -92.6% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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