-17.5%
PINS vs VYM
+131.3%
-148.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -0.8% |
| 7D | -5.2% | +0.1% | -5.4% | -5.4% |
| 30D | -14.9% | -1.3% | -13.7% | -13.7% |
| 3M | -8.4% | +4.1% | -12.5% | -12.6% |
| 6M | +0.6% | +9.8% | -9.1% | -10.1% |
| YTD | -22.2% | +15.3% | -37.5% | -34.8% |
| 1Y | -46.9% | +20.0% | -66.9% | -57.6% |
| 3Y | -26.9% | +66.2% | -93.1% | -60.3% |
| 5Y | -63.0% | +77.5% | -140.5% | -80.8% |
| All | -17.5% | +131.3% | -148.7% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling