+620.1%
JPM vs P
+469.1%
+151.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.4% |
| 7D | -0.8% | -23.8% | +23.1% | +3.3% |
| 30D | +1.5% | -36.6% | +38.1% | +8.4% |
| 3M | -5.7% | +10.9% | -16.5% | -8.9% |
| 6M | +7.2% | +30.0% | -22.8% | -0.6% |
| YTD | +5.8% | +44.4% | -38.6% | -4.5% |
| 1Y | +8.8% | +3.9% | +4.8% | +2.7% |
| 3Y | +147.4% | +176.6% | -29.2% | +82.7% |
| 5Y | +125.3% | +249.3% | -123.9% | +53.7% |
| 10Y | +540.5% | +726.9% | -186.4% | +248.1% |
| All | +620.1% | +469.1% | +151.0% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling