+668.3%
JPM vs P
+485.4%
+182.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +0.3% | +6.5% | -6.3% | -0.8% |
| 30D | -0.2% | +18.8% | -19.0% | -3.5% |
| 3M | +15.9% | +26.7% | -10.9% | +10.1% |
| 6M | +20.9% | +62.2% | -41.2% | +9.1% |
| YTD | +12.9% | +48.5% | -35.6% | +2.7% |
| 1Y | +20.3% | +26.4% | -6.1% | +10.8% |
| 3Y | +160.9% | +159.4% | +1.5% | +97.6% |
| 5Y | +154.8% | +275.8% | -121.0% | +73.5% |
| 10Y | +591.1% | +732.0% | -140.9% | +279.0% |
| All | +668.3% | +485.4% | +182.9% | +323.2% |
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