+155.3%
JPM vs PCG
+58.3%
+97.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.6% |
| 7D | +0.3% | -13.9% | +14.1% | +3.4% |
| 30D | -0.2% | -16.9% | +16.7% | +3.8% |
| 3M | +15.9% | -14.7% | +30.6% | +19.3% |
| 6M | +20.9% | -23.8% | +44.8% | +28.6% |
| YTD | +12.9% | -10.5% | +23.4% | +14.0% |
| 1Y | +20.3% | -5.1% | +25.4% | +18.9% |
| 3Y | +160.9% | -11.6% | +172.5% | +158.9% |
| All | +155.3% | +58.3% | +97.0% | +102.9% |
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