+137.3%
JNJ vs PINS
-19.8%
+157.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -3.5% | -6.6% | +3.1% | -3.3% |
| 30D | +2.3% | -16.8% | +19.1% | +3.0% |
| 3M | +12.0% | -11.4% | +23.4% | +12.3% |
| 6M | +10.5% | -1.7% | +12.2% | +10.3% |
| YTD | +30.4% | -26.4% | +56.8% | +31.5% |
| 1Y | +52.1% | -45.5% | +97.6% | +55.1% |
| 3Y | +77.8% | -31.7% | +109.5% | +77.4% |
| 5Y | +82.9% | -64.9% | +147.8% | +86.8% |
| All | +137.3% | -19.8% | +157.1% | +99.4% |
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