+592.1%
JPM vs PEP
+75.7%
+516.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | -0.4% | -1.7% | +1.3% | +0.3% |
| 30D | -1.4% | +0.3% | -1.7% | -1.6% |
| 3M | +13.9% | -3.2% | +17.2% | +15.1% |
| 6M | +23.5% | -13.6% | +37.1% | +30.9% |
| YTD | +11.6% | -1.9% | +13.5% | +11.2% |
| 1Y | +21.4% | -0.6% | +22.0% | +19.6% |
| 3Y | +163.4% | -13.6% | +177.0% | +172.4% |
| 5Y | +152.5% | +3.2% | +149.3% | +131.1% |
| 10Y | +592.1% | +79.1% | +513.1% | +438.8% |
| All | +592.1% | +75.7% | +516.4% | +438.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling