-16.4%
PINS vs JBL
+943.2%
-959.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.8% |
| 7D | -12.0% | +3.0% | -15.1% | -13.3% |
| 30D | -12.7% | -8.3% | -4.4% | -10.1% |
| 3M | -5.5% | -16.9% | +11.4% | +0.1% |
| 6M | +5.3% | +21.8% | -16.5% | -10.4% |
| YTD | -21.2% | +36.3% | -57.5% | -37.4% |
| 1Y | -45.0% | +49.5% | -94.5% | -59.4% |
| 3Y | -26.2% | +170.6% | -196.8% | -65.0% |
| 5Y | -64.0% | +408.4% | -472.3% | -89.1% |
| All | -16.4% | +943.2% | -959.6% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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