+459.5%
JPM vs PH
+700.5%
-241.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.7% |
| 7D | +1.6% | +7.4% | -5.7% | -2.5% |
| 30D | +3.4% | +0.5% | +3.0% | +2.6% |
| 3M | -5.7% | -10.2% | +4.6% | -0.3% |
| 6M | +13.5% | +8.9% | +4.6% | +6.6% |
| YTD | +8.4% | +9.7% | -1.2% | +0.7% |
| 1Y | +9.1% | +12.8% | -3.8% | -0.4% |
| 3Y | +149.5% | +134.6% | +14.9% | +42.2% |
| 5Y | +132.6% | +204.5% | -71.9% | +8.9% |
| All | +459.5% | +700.5% | -241.0% | +36.6% |
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