-22.3%
PINS vs JD
+11.3%
-33.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.7% |
| 7D | -2.1% | +13.4% | -15.4% | -6.2% |
| 30D | -6.6% | +7.7% | -14.3% | -9.1% |
| 3M | -18.7% | -11.3% | -7.5% | -15.5% |
| 6M | -10.4% | -5.1% | -5.2% | -9.6% |
| YTD | -26.8% | +5.0% | -31.8% | -29.0% |
| 1Y | -27.9% | -5.6% | -22.2% | -27.5% |
| 3Y | -38.7% | +17.8% | -56.4% | -48.0% |
| 5Y | -59.0% | -57.2% | -1.8% | -51.0% |
| All | -22.3% | +11.3% | -33.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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