+16.1%
JPM vs PEP
+2.4%
+13.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +4.0% |
| 7D | +3.8% | +7.4% | -3.6% | +3.6% |
| 30D | +6.5% | +13.3% | -6.9% | +6.2% |
| 3M | -1.0% | +3.5% | -4.5% | -1.2% |
| 6M | +15.5% | -5.9% | +21.4% | +15.6% |
| YTD | +11.4% | +2.3% | +9.1% | +12.4% |
| 1Y | +16.1% | +3.7% | +12.3% | +17.7% |
| All | +16.1% | +2.4% | +13.6% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling