+20.3%
JPM vs PCAR
+32.4%
-12.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -0.2% | -6.2% | +6.1% | +1.8% |
| 3M | +15.9% | +5.9% | +10.0% | +13.5% |
| 6M | +20.9% | +0.4% | +20.5% | +19.5% |
| YTD | +12.9% | +14.8% | -1.9% | +8.1% |
| 1Y | +20.3% | +30.1% | -9.8% | +13.0% |
| All | +20.3% | +32.4% | -12.1% | +13.0% |
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