+583.6%
JPM vs PAAS
+197.3%
+386.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -0.4% | +2.0% | -2.4% | -0.5% |
| 30D | -1.1% | -0.1% | -1.0% | -1.2% |
| 3M | +14.1% | +8.2% | +5.9% | +13.5% |
| 6M | +23.3% | -13.8% | +37.1% | +23.7% |
| YTD | +11.3% | -0.6% | +11.9% | +10.6% |
| 1Y | +23.0% | +44.0% | -21.0% | +19.8% |
| 3Y | +162.6% | +246.6% | -84.0% | +142.8% |
| 5Y | +152.8% | +116.1% | +36.7% | +135.6% |
| 10Y | +583.6% | +202.7% | +380.9% | +542.9% |
| All | +583.6% | +197.3% | +386.3% | +542.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling