+1,338.1%
JPM vs PBR
+1,873.9%
-535.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -0.4% | +0.3% | -0.8% | -0.6% |
| 30D | -1.4% | +17.5% | -18.9% | -6.1% |
| 3M | +13.9% | +20.9% | -7.0% | +7.3% |
| 6M | +23.5% | +20.2% | +3.3% | +15.7% |
| YTD | +11.6% | +84.3% | -72.6% | -8.0% |
| 1Y | +21.4% | +77.1% | -55.7% | +0.7% |
| 3Y | +163.4% | +100.8% | +62.6% | +105.8% |
| 5Y | +152.5% | +556.1% | -403.6% | +30.2% |
| 10Y | +592.1% | +676.1% | -83.9% | +186.2% |
| All | +1,338.1% | +1,873.9% | -535.8% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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