+243.5%
VUG vs PINS
-15.2%
+258.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +0.9% | -5.2% | +6.1% | +2.0% |
| 30D | -1.4% | -14.9% | +13.5% | +1.8% |
| 3M | +2.3% | -8.4% | +10.7% | +3.6% |
| 6M | +15.7% | +0.6% | +15.0% | +14.3% |
| YTD | +8.6% | -22.2% | +30.8% | +12.3% |
| 1Y | +14.1% | -46.9% | +61.0% | +26.7% |
| 3Y | +87.9% | -26.9% | +114.8% | +87.4% |
| 5Y | +76.3% | -63.0% | +139.3% | +87.3% |
| All | +243.5% | -15.2% | +258.7% | +156.7% |
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