+16.1%
JPM vs PCAR
+12.4%
+3.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +2.8% |
| 7D | +3.8% | +3.7% | +0.1% | +2.5% |
| 30D | +6.5% | -2.9% | +9.4% | +7.4% |
| 3M | -1.0% | -21.7% | +20.7% | +7.3% |
| 6M | +15.5% | -6.6% | +22.2% | +17.2% |
| YTD | +11.4% | -2.2% | +13.6% | +10.8% |
| 1Y | +16.1% | +12.2% | +3.8% | +11.5% |
| All | +16.1% | +12.4% | +3.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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