+20.3%
JPM vs PCG
-6.6%
+26.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.2% |
| 7D | +0.3% | -13.9% | +14.1% | +1.5% |
| 30D | -0.2% | -16.9% | +16.7% | +1.3% |
| 3M | +15.9% | -14.7% | +30.6% | +17.0% |
| 6M | +20.9% | -23.8% | +44.8% | +23.9% |
| YTD | +12.9% | -10.5% | +23.4% | +12.6% |
| 1Y | +20.3% | -5.1% | +25.4% | +19.2% |
| All | +20.3% | -6.6% | +26.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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