+152.5%
JPM vs PG
+14.0%
+138.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -2.5% | +0.8% | -3.3% | -2.7% |
| 3M | +14.1% | -1.3% | +15.5% | +14.4% |
| 6M | +25.1% | -3.8% | +28.9% | +26.0% |
| YTD | +12.1% | +3.6% | +8.5% | +10.4% |
| 1Y | +18.8% | -5.7% | +24.5% | +20.1% |
| 3Y | +163.4% | +1.6% | +161.8% | +154.8% |
| All | +152.5% | +14.0% | +138.5% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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