+162.6%
JPM vs PINS
-28.3%
+190.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.3% |
| 7D | -0.4% | -5.2% | +4.8% | +0.2% |
| 30D | -1.1% | -14.9% | +13.8% | +0.6% |
| 3M | +14.1% | -8.4% | +22.6% | +14.9% |
| 6M | +23.3% | +0.6% | +22.6% | +22.2% |
| YTD | +11.3% | -22.2% | +33.5% | +13.5% |
| 1Y | +23.0% | -46.9% | +69.9% | +31.7% |
| 3Y | +162.6% | -26.9% | +189.4% | +164.8% |
| All | +162.6% | -28.3% | +190.8% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling