+10.0%
JPM vs PAAS
+18.2%
-8.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +2.0% |
| 7D | +0.4% | +8.8% | -8.4% | -0.3% |
| 30D | +2.7% | -8.5% | +11.2% | +3.2% |
| 3M | -3.8% | -17.0% | +13.2% | -2.8% |
| 6M | +14.3% | -27.9% | +42.2% | +16.1% |
| YTD | +8.2% | -17.5% | +25.7% | +8.0% |
| All | +10.0% | +18.2% | -8.2% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling