+82.5%
JNJ vs PINS
-28.3%
+110.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -0.8% | -5.2% | +4.5% | -0.8% |
| 30D | +4.3% | -14.9% | +19.3% | +4.4% |
| 3M | +16.5% | -8.4% | +24.9% | +16.5% |
| 6M | +13.1% | +0.6% | +12.5% | +13.1% |
| YTD | +32.1% | -22.2% | +54.3% | +32.6% |
| 1Y | +54.5% | -46.9% | +101.4% | +56.0% |
| 3Y | +82.5% | -26.9% | +109.4% | +78.3% |
| All | +82.5% | -28.3% | +110.8% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling