+11,186.3%
JPM vs PEP
+3,172.7%
+8,013.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.9% |
| 30D | -0.2% | +0.2% | -0.4% | -0.3% |
| 3M | +15.9% | -1.1% | +17.0% | +15.9% |
| 6M | +20.9% | -13.5% | +34.4% | +28.0% |
| YTD | +12.9% | -1.2% | +14.1% | +12.3% |
| 1Y | +20.3% | -1.6% | +21.9% | +19.4% |
| 3Y | +160.9% | -12.5% | +173.5% | +167.3% |
| 5Y | +154.8% | +3.0% | +151.8% | +140.4% |
| 10Y | +591.1% | +73.9% | +517.2% | +411.4% |
| All | +11,186.3% | +3,172.7% | +8,013.6% | +2,307.2% |
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