+155.3%
JNJ vs PINS
-19.4%
+174.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | +1.0% | +2.4% | +3.4% |
| 30D | +12.5% | -12.0% | +24.5% | +13.0% |
| 3M | +9.6% | -17.9% | +27.5% | +10.2% |
| 6M | +25.3% | -1.0% | +26.4% | +25.1% |
| YTD | +40.3% | -26.0% | +66.3% | +41.3% |
| 1Y | +49.6% | -28.5% | +78.1% | +50.9% |
| 3Y | +110.8% | -39.2% | +150.0% | +111.6% |
| 5Y | +99.1% | -58.3% | +157.5% | +101.2% |
| All | +155.3% | -19.4% | +174.7% | +114.3% |
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