+153.1%
JPM vs PCG
-19.3%
+172.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +3.5% | +2.2% | +1.3% | +3.1% |
| 30D | +3.3% | +0.8% | +2.5% | +3.1% |
| 3M | -4.2% | -23.8% | +19.6% | 0.0% |
| 6M | +16.4% | -19.6% | +36.0% | +19.7% |
| YTD | +9.5% | -16.7% | +26.2% | +11.3% |
| 1Y | +14.0% | -19.4% | +33.4% | +16.8% |
| 3Y | +153.1% | -18.3% | +171.4% | +158.2% |
| All | +153.1% | -19.3% | +172.4% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling