-16.4%
PINS vs JHX
+138.8%
-155.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.7% | -3.1% |
| 7D | -12.0% | +1.5% | -13.6% | -12.6% |
| 30D | -12.7% | +7.2% | -19.8% | -15.1% |
| 3M | -5.5% | +29.9% | -35.4% | -15.0% |
| 6M | +5.3% | +35.4% | -30.1% | -8.3% |
| YTD | -21.2% | +46.5% | -67.7% | -34.1% |
| 1Y | -45.0% | +55.5% | -100.6% | -55.3% |
| 3Y | -26.2% | -0.4% | -25.8% | -37.4% |
| 5Y | -64.0% | -23.3% | -40.6% | -65.9% |
| All | -16.4% | +138.8% | -155.2% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling