-21.9%
PINS vs VYM
+130.4%
-152.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +0.7% |
| 7D | -6.6% | -0.8% | -5.8% | -5.7% |
| 30D | -16.8% | -2.2% | -14.6% | -14.5% |
| 3M | -11.4% | +3.1% | -14.5% | -14.4% |
| 6M | -1.7% | +9.7% | -11.4% | -12.1% |
| YTD | -26.4% | +14.9% | -41.3% | -38.0% |
| 1Y | -45.5% | +17.6% | -63.1% | -55.4% |
| 3Y | -31.7% | +65.3% | -97.1% | -62.6% |
| 5Y | -64.9% | +78.7% | -143.6% | -81.9% |
| All | -21.9% | +130.4% | -152.3% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling