+583.6%
JPM vs PCG
-75.0%
+658.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.1% | -1.8% |
| 7D | -0.4% | +5.4% | -5.8% | -0.9% |
| 30D | -1.1% | -15.1% | +14.0% | +0.1% |
| 3M | +14.1% | -9.8% | +24.0% | +14.8% |
| 6M | +23.3% | -18.0% | +41.3% | +25.1% |
| YTD | +11.3% | -7.2% | +18.5% | +11.5% |
| 1Y | +23.0% | +2.9% | +20.1% | +22.0% |
| 3Y | +162.6% | -11.1% | +173.6% | +163.1% |
| 5Y | +152.8% | +61.8% | +91.0% | +140.4% |
| 10Y | +583.6% | -75.2% | +658.8% | +552.3% |
| All | +583.6% | -75.0% | +658.6% | +552.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling