+481.0%
JPM vs PH
+725.6%
-244.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -2.5% | +6.9% | -9.4% | -6.2% |
| 30D | +2.7% | +1.7% | +1.0% | +1.2% |
| 3M | -4.7% | -8.1% | +3.5% | -0.6% |
| 6M | +15.6% | +11.5% | +4.1% | +7.0% |
| YTD | +8.6% | +11.4% | -2.7% | 0.0% |
| 1Y | +10.9% | +14.1% | -3.2% | +0.7% |
| 3Y | +149.9% | +138.2% | +11.7% | +41.2% |
| 5Y | +131.9% | +216.0% | -84.1% | +6.2% |
| 10Y | +481.0% | +710.0% | -228.9% | +40.5% |
| All | +481.0% | +725.6% | -244.6% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling