No one said you can only be proud of accomplishments. I can feel proud of my good looks or things given to me through birth, but that doesn't mean I accomplished it. There's a difference betweeen bragging about something you didn't accomplish and feeling pride in it. I am proud of my good looks, my ethnicity, my intelligence, my parents, and a bunch of other things that I had no control over. Which is why I thank allah for all the blessings he has given me.
I couldn't imagine being in a more misfortunate circumstance like many people are. I can feel superior to others without treating them inferior. I can acknowledge that some people are stupid, but I won't treat them like an idiot. I know all of this sounds vain but that's how I see it.