+135.3%
JPM vs PEP
+5.2%
+130.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +0.6% |
| 7D | +3.5% | +2.9% | +0.6% | +2.9% |
| 30D | +3.3% | +12.5% | -9.3% | +1.0% |
| 3M | -4.2% | +4.5% | -8.7% | -5.0% |
| 6M | +16.4% | -0.5% | +16.9% | +16.3% |
| YTD | +9.5% | +4.4% | +5.1% | +7.9% |
| 1Y | +14.0% | +4.4% | +9.7% | +12.4% |
| 3Y | +153.1% | -3.4% | +156.5% | +150.4% |
| All | +135.3% | +5.2% | +130.1% | +116.5% |
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