+11,062.6%
JPM vs PG
+3,928.0%
+7,134.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +1.3% |
| 7D | -0.4% | -3.4% | +3.0% | +1.2% |
| 30D | -1.4% | -2.6% | +1.2% | -0.2% |
| 3M | +13.9% | -3.3% | +17.3% | +15.5% |
| 6M | +23.5% | -6.7% | +30.2% | +27.0% |
| YTD | +11.6% | +1.7% | +9.9% | +9.6% |
| 1Y | +21.4% | -7.9% | +29.3% | +24.7% |
| 3Y | +163.4% | +0.9% | +162.5% | +153.8% |
| 5Y | +152.5% | +12.6% | +139.9% | +127.7% |
| 10Y | +592.1% | +117.2% | +475.0% | +339.6% |
| All | +11,062.6% | +3,928.0% | +7,134.5% | +1,626.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling