-21.5%
PINS vs VWO
+59.8%
-81.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.3% |
| 7D | +1.0% | +2.0% | -1.0% | -1.4% |
| 30D | -12.0% | -4.3% | -7.7% | -7.3% |
| 3M | -17.9% | -6.4% | -11.5% | -11.4% |
| 6M | -1.0% | -5.6% | +4.6% | +4.7% |
| YTD | -26.0% | +5.2% | -31.2% | -32.8% |
| 1Y | -28.5% | +5.2% | -33.6% | -35.0% |
| 3Y | -39.2% | +55.5% | -94.7% | -67.2% |
| 5Y | -58.3% | +25.6% | -83.9% | -69.2% |
| All | -21.5% | +59.8% | -81.3% | -55.7% |
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