+585.7%
JPM vs PEG
+148.3%
+437.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.2% |
| 7D | -2.3% | -0.9% | -1.4% | -1.9% |
| 30D | -2.3% | -2.8% | +0.4% | -1.1% |
| 3M | +14.9% | -6.9% | +21.8% | +18.7% |
| 6M | +23.6% | -11.4% | +35.0% | +30.5% |
| YTD | +11.3% | -7.4% | +18.7% | +14.6% |
| 1Y | +19.9% | -8.3% | +28.2% | +23.8% |
| 3Y | +162.6% | +31.5% | +131.0% | +121.9% |
| 5Y | +154.6% | +38.0% | +116.7% | +106.6% |
| All | +585.7% | +148.3% | +437.4% | +384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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