+23.0%
JPM vs PAAS
+43.8%
-20.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -0.4% | +2.0% | -2.4% | -0.6% |
| 30D | -1.1% | -0.1% | -1.0% | -1.2% |
| 3M | +14.1% | +8.2% | +5.9% | +13.0% |
| 6M | +23.3% | -13.8% | +37.1% | +23.6% |
| YTD | +11.3% | -0.6% | +11.9% | +9.8% |
| 1Y | +23.0% | +44.0% | -21.0% | +18.5% |
| All | +23.0% | +43.8% | -20.8% | +18.5% |
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