+16.1%
JCI vs PINS
-30.4%
+46.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -5.9% | -6.9% | +1.1% | -6.3% |
| 30D | -10.4% | -11.4% | +1.1% | -11.1% |
| 3M | -6.1% | -22.2% | +16.1% | -8.0% |
| 6M | +1.7% | -10.9% | +12.6% | +1.9% |
| YTD | +18.9% | -26.8% | +45.7% | +16.7% |
| 1Y | +16.1% | -29.8% | +46.0% | +14.1% |
| All | +16.1% | -30.4% | +46.5% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling