+135.3%
JPM vs P
+279.3%
-144.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +3.5% | +11.6% | -8.1% | +2.1% |
| 30D | +3.3% | -23.7% | +26.9% | +6.1% |
| 3M | -4.2% | -8.0% | +3.8% | -4.3% |
| 6M | +16.4% | +27.9% | -11.5% | +10.5% |
| YTD | +9.5% | +61.2% | -51.6% | -0.1% |
| 1Y | +14.0% | +28.6% | -14.6% | +6.1% |
| 3Y | +153.1% | +200.5% | -47.4% | +94.7% |
| All | +135.3% | +279.3% | -144.0% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling