+124.0%
JPM vs PCAR
+101.4%
+22.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.2% |
| 7D | -0.8% | +0.1% | -0.8% | -0.7% |
| 30D | +1.5% | -4.6% | +6.1% | +3.6% |
| 3M | -5.7% | -22.6% | +16.9% | +5.6% |
| 6M | +7.2% | -12.0% | +19.2% | +12.7% |
| YTD | +5.8% | -6.1% | +11.9% | +7.4% |
| 1Y | +8.8% | +6.3% | +2.5% | +4.0% |
| 3Y | +147.4% | +31.8% | +115.6% | +101.9% |
| All | +124.0% | +101.4% | +22.6% | +32.2% |
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 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