+100.9%
JNJ vs PINS
-58.8%
+159.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | +9.6% | -17.9% | +27.5% | +9.7% |
| 6M | +25.3% | -1.0% | +26.4% | +25.3% |
| YTD | +40.3% | -26.0% | +66.3% | +40.6% |
| 1Y | +49.6% | -28.5% | +78.1% | +50.1% |
| 3Y | +110.8% | -39.2% | +150.0% | +110.8% |
| All | +100.9% | -58.8% | +159.8% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling