+10,718.5%
JPM vs PCG
+88.9%
+10,629.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +2.7% | +0.8% | +2.0% | +2.6% |
| 3M | -4.5% | -22.0% | +17.6% | -1.2% |
| 6M | +14.3% | -17.1% | +31.4% | +16.8% |
| YTD | +8.2% | -16.9% | +25.1% | +10.4% |
| 1Y | +10.0% | -19.1% | +29.1% | +12.7% |
| 3Y | +149.0% | -19.4% | +168.4% | +153.4% |
| 5Y | +131.0% | +9.0% | +122.0% | +122.8% |
| 10Y | +479.1% | -76.2% | +555.2% | +503.6% |
| All | +10,718.5% | +88.9% | +10,629.6% | +5,031.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling