+130.8%
JPM vs PAAS
+76.1%
+54.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | -3.8% | -17.0% | +13.2% | -2.7% |
| 6M | +14.3% | -27.9% | +42.2% | +16.7% |
| YTD | +8.2% | -17.5% | +25.7% | +8.6% |
| 1Y | +11.0% | +22.8% | -11.9% | +7.6% |
| 3Y | +152.7% | +224.2% | -71.6% | +120.4% |
| 5Y | +130.8% | +73.6% | +57.2% | +107.0% |
| All | +130.8% | +76.1% | +54.7% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling