-55.5%
PINS vs JAAA
+29.3%
-84.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.3% |
| 7D | -12.0% | +0.2% | -12.2% | -12.3% |
| 30D | -12.7% | +0.5% | -13.2% | -13.5% |
| 3M | -5.5% | +1.3% | -6.8% | -7.5% |
| 6M | +5.3% | +2.7% | +2.6% | +0.6% |
| YTD | -21.2% | +3.2% | -24.4% | -25.3% |
| 1Y | -45.0% | +4.9% | -50.0% | -49.2% |
| 3Y | -26.2% | +19.0% | -45.2% | -30.4% |
| 5Y | -64.0% | +26.8% | -90.8% | -64.6% |
| All | -55.5% | +29.3% | -84.7% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling