+11,186.3%
JPM vs PCAR
+15,337.6%
-4,151.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +15.9% | +5.9% | +10.0% | +12.0% |
| 6M | +20.9% | +0.4% | +20.5% | +19.7% |
| YTD | +12.9% | +14.8% | -1.9% | +4.2% |
| 1Y | +20.3% | +30.1% | -9.8% | +3.7% |
| 3Y | +160.9% | +66.7% | +94.3% | +93.2% |
| 5Y | +154.8% | +166.1% | -11.3% | +47.4% |
| 10Y | +591.1% | +353.7% | +237.4% | +205.1% |
| All | +11,186.3% | +15,337.6% | -4,151.3% | +1,077.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling