+279.8%
JPM vs PINS
-23.0%
+302.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.6% | +1.5% |
| 7D | -0.4% | -13.9% | +13.4% | +1.5% |
| 30D | -1.4% | -25.0% | +23.6% | +2.2% |
| 3M | +13.9% | -16.6% | +30.6% | +16.1% |
| 6M | +23.5% | -7.0% | +30.5% | +23.6% |
| YTD | +11.6% | -29.4% | +41.0% | +15.3% |
| 1Y | +21.4% | -49.9% | +71.3% | +30.6% |
| 3Y | +163.4% | -33.6% | +197.1% | +165.9% |
| 5Y | +152.5% | -66.8% | +219.4% | +166.3% |
| All | +279.8% | -23.0% | +302.8% | +161.5% |
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 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