-59.3%
PINS vs JAAA
+27.4%
-86.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.3% |
| 7D | -2.1% | +0.2% | -2.2% | -2.3% |
| 30D | -6.6% | +0.4% | -7.1% | -7.3% |
| 3M | -18.7% | +1.2% | -19.9% | -20.4% |
| 6M | -10.4% | +2.3% | -12.7% | -14.0% |
| YTD | -26.8% | +3.9% | -30.7% | -31.4% |
| 1Y | -27.9% | +4.8% | -32.7% | -33.4% |
| 3Y | -38.7% | +18.5% | -57.2% | -42.0% |
| All | -59.3% | +27.4% | -86.7% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling