+10.0%
JPM vs PCAR
+9.3%
+0.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +0.9% |
| 7D | +0.4% | +2.9% | -2.5% | -0.6% |
| 30D | +2.7% | -2.1% | +4.9% | +3.4% |
| 3M | -3.8% | -20.4% | +16.5% | +3.8% |
| 6M | +14.3% | -7.0% | +21.3% | +16.1% |
| YTD | +8.2% | -2.6% | +10.9% | +7.1% |
| All | +10.0% | +9.3% | +0.7% | +4.2% |
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