+272.5%
JPM vs PINS
-19.4%
+291.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.5% | +1.0% | +2.5% | +3.4% |
| 30D | +3.3% | -12.0% | +15.2% | +4.9% |
| 3M | -4.2% | -17.9% | +13.7% | -2.0% |
| 6M | +16.4% | -1.0% | +17.4% | +15.6% |
| YTD | +9.5% | -26.0% | +35.5% | +12.2% |
| 1Y | +14.0% | -28.5% | +42.5% | +17.3% |
| 3Y | +153.1% | -39.2% | +192.3% | +159.0% |
| 5Y | +134.9% | -58.3% | +193.2% | +140.3% |
| All | +272.5% | -19.4% | +291.9% | +154.4% |
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