+82.7%
JNJ vs PINS
-66.4%
+149.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.5% | -0.7% |
| 7D | -3.0% | -13.9% | +10.9% | -2.9% |
| 30D | +2.5% | -25.0% | +27.5% | +2.7% |
| 3M | +13.2% | -16.6% | +29.9% | +13.3% |
| 6M | +11.3% | -7.0% | +18.2% | +11.3% |
| YTD | +31.1% | -29.4% | +60.5% | +31.5% |
| 1Y | +54.3% | -49.9% | +104.2% | +55.4% |
| 3Y | +81.1% | -33.6% | +114.8% | +80.8% |
| 5Y | +82.7% | -66.8% | +149.6% | +78.0% |
| All | +82.7% | -66.4% | +149.1% | +78.0% |
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