+590.9%
JPM vs PH
+820.2%
-229.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.2% |
| 7D | -0.7% | -1.3% | +0.6% | +0.1% |
| 30D | -2.5% | -11.0% | +8.5% | +4.2% |
| 3M | +14.1% | +5.5% | +8.6% | +10.0% |
| 6M | +25.1% | +1.5% | +23.6% | +22.7% |
| YTD | +12.1% | +8.8% | +3.4% | +5.3% |
| 1Y | +18.8% | +24.5% | -5.7% | +2.5% |
| 3Y | +163.4% | +141.2% | +22.3% | +47.5% |
| 5Y | +156.5% | +256.3% | -99.8% | +8.7% |
| All | +590.9% | +820.2% | -229.3% | +55.3% |
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