+460.7%
VST vs PINS
-20.2%
+480.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.2% | +14.7% | +11.1% |
| 7D | -9.8% | -2.1% | -7.7% | -9.7% |
| 30D | -25.1% | -6.6% | -18.5% | -24.6% |
| 3M | -11.6% | -18.7% | +7.1% | -9.4% |
| 6M | -20.9% | -10.4% | -10.5% | -20.7% |
| YTD | -22.3% | -26.8% | +4.5% | -20.3% |
| 1Y | -32.0% | -27.9% | -4.2% | -30.2% |
| 3Y | +262.4% | -38.7% | +301.1% | +273.6% |
| 5Y | +563.4% | -59.0% | +622.3% | +589.8% |
| All | +460.7% | -20.2% | +480.9% | +300.9% |
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