-21.9%
PINS vs VYM
+129.1%
-151.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -6.6% | -1.3% | -5.3% | -5.1% |
| 30D | -16.8% | -2.8% | -14.0% | -14.0% |
| 3M | -11.4% | +2.5% | -13.9% | -13.8% |
| 6M | -1.7% | +9.1% | -10.8% | -11.5% |
| YTD | -26.4% | +14.3% | -40.7% | -37.6% |
| 1Y | -45.5% | +16.9% | -62.4% | -55.1% |
| 3Y | -31.7% | +64.4% | -96.1% | -62.4% |
| 5Y | -64.9% | +77.7% | -142.6% | -81.8% |
| All | -21.9% | +129.1% | -151.1% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VYM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling