-58.0%
PINS vs JAAA
+30.2%
-88.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | -9.4% | +0.1% | -9.5% | -9.5% |
| 30D | -10.2% | +0.4% | -10.6% | -10.8% |
| 3M | -19.0% | +1.2% | -20.2% | -20.7% |
| 6M | -7.4% | +2.3% | -9.7% | -11.0% |
| YTD | -25.7% | +4.0% | -29.7% | -30.4% |
| 1Y | -29.7% | +4.8% | -34.5% | -35.0% |
| 3Y | -38.1% | +18.5% | -56.6% | -43.0% |
| 5Y | -57.3% | +27.5% | -84.8% | -58.5% |
| All | -58.0% | +30.2% | -88.3% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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