+11,110.4%
JPM vs PEG
+2,880.5%
+8,229.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | -2.5% | -3.7% | +1.3% | -0.7% |
| 3M | +14.1% | -7.3% | +21.4% | +18.3% |
| 6M | +25.1% | -10.5% | +35.6% | +31.6% |
| YTD | +12.1% | -7.5% | +19.6% | +15.7% |
| 1Y | +18.8% | -8.7% | +27.5% | +23.1% |
| 3Y | +163.4% | +31.4% | +132.1% | +124.0% |
| 5Y | +156.5% | +37.8% | +118.8% | +110.1% |
| 10Y | +595.1% | +148.0% | +447.1% | +313.1% |
| All | +11,110.4% | +2,880.5% | +8,229.9% | +1,679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling