+130.8%
JPM vs PCG
+14.1%
+116.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.9% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | +2.7% | +0.1% | +2.7% | +2.7% |
| 3M | -3.8% | -24.4% | +20.6% | +2.3% |
| 6M | +14.3% | -17.7% | +32.0% | +18.2% |
| YTD | +8.2% | -17.4% | +25.6% | +11.3% |
| 1Y | +11.0% | -19.4% | +30.3% | +15.0% |
| 3Y | +152.7% | -18.6% | +171.2% | +155.6% |
| 5Y | +130.8% | +10.2% | +120.6% | +98.1% |
| All | +130.8% | +14.1% | +116.8% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling