+155.3%
JPM vs PCAR
+168.1%
-12.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | -0.2% | -6.2% | +6.1% | +2.7% |
| 3M | +15.9% | +5.9% | +10.0% | +12.3% |
| 6M | +20.9% | +0.4% | +20.5% | +19.9% |
| YTD | +12.9% | +14.8% | -1.9% | +4.8% |
| 1Y | +20.3% | +30.1% | -9.8% | +4.8% |
| 3Y | +160.9% | +66.7% | +94.3% | +90.5% |
| All | +155.3% | +168.1% | -12.8% | +33.3% |
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