-17.5%
PINS vs JHX
+134.7%
-152.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.6% |
| 7D | -5.2% | +4.5% | -9.7% | -6.9% |
| 30D | -14.9% | -1.2% | -13.7% | -14.7% |
| 3M | -8.4% | +32.8% | -41.2% | -18.3% |
| 6M | +0.6% | +41.2% | -40.5% | -13.7% |
| YTD | -22.2% | +43.9% | -66.1% | -34.5% |
| 1Y | -46.9% | +48.0% | -95.0% | -56.0% |
| 3Y | -26.9% | +1.2% | -28.1% | -38.6% |
| 5Y | -63.0% | -22.6% | -40.4% | -65.3% |
| All | -17.5% | +134.7% | -152.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded JHX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling