+497.6%
VST vs PINS
-19.4%
+517.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +6.6% | +1.0% | +5.6% | +6.4% |
| 30D | -12.4% | -12.0% | -0.4% | -11.0% |
| 3M | -9.0% | -17.9% | +8.9% | -6.9% |
| 6M | -6.4% | -1.0% | -5.4% | -7.6% |
| YTD | -17.2% | -26.0% | +8.8% | -15.2% |
| 1Y | -22.0% | -28.5% | +6.4% | -19.8% |
| 3Y | +296.7% | -39.2% | +335.9% | +309.4% |
| 5Y | +637.6% | -58.3% | +695.9% | +665.5% |
| All | +497.6% | -19.4% | +517.0% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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