-21.5%
PINS vs JD
+6.8%
-28.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.4% |
| 7D | +1.0% | -4.1% | +5.1% | +2.4% |
| 30D | -12.0% | +4.6% | -16.6% | -13.5% |
| 3M | -17.9% | -4.7% | -13.1% | -16.6% |
| 6M | -1.0% | -17.4% | +16.3% | +4.9% |
| YTD | -26.0% | +0.7% | -26.7% | -27.3% |
| 1Y | -28.5% | -5.9% | -22.6% | -28.1% |
| 3Y | -39.2% | +18.9% | -58.1% | -48.8% |
| 5Y | -58.3% | -62.9% | +4.6% | -46.6% |
| All | -21.5% | +6.8% | -28.3% | -41.1% |
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