+152.8%
JPM vs PEP
+5.3%
+147.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -1.1% | +0.7% | -1.8% | -1.3% |
| 3M | +14.1% | -0.5% | +14.7% | +14.0% |
| 6M | +23.3% | -11.3% | +34.6% | +26.1% |
| YTD | +11.3% | -0.6% | +11.9% | +10.8% |
| 1Y | +23.0% | +1.7% | +21.3% | +21.5% |
| 3Y | +162.6% | -12.5% | +175.0% | +168.4% |
| 5Y | +152.8% | +3.9% | +148.9% | +133.6% |
| All | +152.8% | +5.3% | +147.5% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling