+132.6%
JPM vs PCAR
+113.3%
+19.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | +1.6% | +2.1% | -0.5% | +0.6% |
| 30D | +3.4% | -1.2% | +4.6% | +3.9% |
| 3M | -5.7% | -18.6% | +12.9% | +3.2% |
| 6M | +13.5% | -5.1% | +18.6% | +15.2% |
| YTD | +8.4% | -1.8% | +10.2% | +7.8% |
| 1Y | +9.1% | +10.6% | -1.6% | +2.4% |
| 3Y | +149.5% | +34.9% | +114.6% | +101.9% |
| 5Y | +132.6% | +114.0% | +18.6% | +34.9% |
| All | +132.6% | +113.3% | +19.3% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling