+506.0%
JPM vs PCAR
+326.7%
+179.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +0.1% |
| 7D | +0.4% | +2.9% | -2.5% | -1.2% |
| 30D | +2.7% | -2.1% | +4.9% | +4.0% |
| 3M | -3.8% | -20.4% | +16.5% | +9.4% |
| 6M | +14.3% | -7.0% | +21.3% | +17.9% |
| YTD | +8.2% | -2.6% | +10.9% | +7.9% |
| 1Y | +11.0% | +9.8% | +1.2% | +2.7% |
| 3Y | +152.7% | +37.3% | +115.4% | +92.8% |
| 5Y | +130.8% | +116.4% | +14.4% | +25.2% |
| 10Y | +506.0% | +293.0% | +213.0% | +124.1% |
| All | +506.0% | +326.7% | +179.3% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling