+284.0%
JPM vs PINS
-14.1%
+298.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.7% |
| 7D | +0.3% | -12.0% | +12.3% | +1.9% |
| 30D | -0.2% | -12.7% | +12.5% | +1.5% |
| 3M | +15.9% | -5.5% | +21.4% | +16.2% |
| 6M | +20.9% | +5.3% | +15.7% | +19.1% |
| YTD | +12.9% | -21.2% | +34.1% | +15.0% |
| 1Y | +20.3% | -45.0% | +65.3% | +28.0% |
| 3Y | +160.9% | -26.2% | +187.2% | +159.8% |
| 5Y | +154.8% | -64.0% | +218.8% | +166.1% |
| All | +284.0% | -14.1% | +298.1% | +160.8% |
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 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