+145.9%
JNJ vs PINS
-14.1%
+160.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.1% |
| 7D | +2.7% | -12.0% | +14.7% | +3.2% |
| 30D | +7.4% | -12.7% | +20.0% | +7.9% |
| 3M | +21.2% | -5.5% | +26.7% | +21.3% |
| 6M | +13.4% | +5.3% | +8.1% | +12.9% |
| YTD | +35.1% | -21.2% | +56.3% | +35.9% |
| 1Y | +57.4% | -45.0% | +102.5% | +60.5% |
| 3Y | +86.8% | -26.2% | +113.0% | +85.8% |
| 5Y | +80.8% | -64.0% | +144.8% | +84.8% |
| All | +145.9% | -14.1% | +160.0% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling