+5,670.7%
JPM vs PAAS
+1,235.6%
+4,435.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +0.3% | -2.9% | +3.2% | +0.4% |
| 30D | -0.2% | +6.8% | -7.0% | -0.5% |
| 3M | +15.9% | -2.9% | +18.8% | +15.8% |
| 6M | +20.9% | -16.4% | +37.4% | +21.5% |
| YTD | +12.9% | 0.0% | +12.9% | +12.3% |
| 1Y | +20.3% | +54.3% | -34.0% | +17.2% |
| 3Y | +160.9% | +230.7% | -69.7% | +143.9% |
| 5Y | +154.8% | +111.6% | +43.2% | +140.8% |
| 10Y | +591.1% | +211.7% | +379.4% | +528.2% |
| All | +5,670.7% | +1,235.6% | +4,435.0% | +5,397.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling