+130.8%
JPM vs PH
+208.5%
-77.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -2.0% | +0.2% |
| 7D | +0.4% | +3.0% | -2.6% | -1.2% |
| 30D | +2.7% | -0.6% | +3.4% | +2.6% |
| 3M | -3.8% | -10.7% | +6.9% | +1.1% |
| 6M | +14.3% | +9.1% | +5.2% | +8.3% |
| YTD | +8.2% | +9.5% | -1.3% | +1.7% |
| 1Y | +11.0% | +14.0% | -3.1% | +2.2% |
| 3Y | +152.7% | +138.9% | +13.8% | +56.4% |
| 5Y | +130.8% | +209.1% | -78.3% | +15.7% |
| All | +130.8% | +208.5% | -77.6% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling