+10,718.5%
JPM vs PEP
+3,314.9%
+7,403.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +1.2% | +4.6% | -3.4% | -0.7% |
| 30D | +2.7% | +14.0% | -11.3% | -3.1% |
| 3M | -4.5% | +5.4% | -9.8% | -6.9% |
| 6M | +14.3% | -5.1% | +19.4% | +16.1% |
| YTD | +8.2% | +3.1% | +5.1% | +5.4% |
| 1Y | +10.0% | +4.8% | +5.3% | +6.3% |
| 3Y | +149.0% | -4.1% | +153.1% | +144.5% |
| 5Y | +131.0% | +3.0% | +128.1% | +117.9% |
| 10Y | +479.1% | +89.6% | +389.5% | +312.6% |
| All | +10,718.5% | +3,314.9% | +7,403.7% | +2,160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling