+407.2%
VST vs PINS
-16.7%
+423.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.7% | +0.6% | -5.2% |
| 7D | -19.9% | -0.7% | -19.3% | -19.9% |
| 30D | -29.7% | -1.2% | -28.5% | -29.7% |
| 3M | -19.6% | -15.3% | -4.3% | -18.0% |
| 6M | -29.4% | -11.2% | -18.2% | -29.0% |
| YTD | -29.7% | -23.6% | -6.2% | -28.3% |
| 1Y | -40.0% | -23.1% | -16.9% | -38.9% |
| 3Y | +231.0% | -36.0% | +267.0% | +239.4% |
| 5Y | +500.1% | -57.2% | +557.2% | +520.7% |
| All | +407.2% | -16.7% | +423.9% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling