-16.4%
PINS vs JD
+8.1%
-24.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.0% | -2.8% |
| 7D | -12.0% | -1.7% | -10.4% | -11.5% |
| 30D | -12.7% | -13.2% | +0.5% | -8.6% |
| 3M | -5.5% | -3.2% | -2.3% | -4.7% |
| 6M | +5.3% | +15.2% | -10.0% | -1.1% |
| YTD | -21.2% | +2.0% | -23.2% | -22.8% |
| 1Y | -45.0% | -5.4% | -39.7% | -45.1% |
| 3Y | -26.2% | -9.1% | -17.1% | -30.8% |
| 5Y | -64.0% | -59.6% | -4.3% | -56.1% |
| All | -16.4% | +8.1% | -24.5% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling