+11,186.3%
JPM vs PH
+25,185.5%
-13,999.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | -3.1% | +3.3% | +2.0% |
| 30D | -0.2% | -3.2% | +3.1% | +1.3% |
| 3M | +15.9% | +10.6% | +5.3% | +9.0% |
| 6M | +20.9% | -2.1% | +23.1% | +21.2% |
| YTD | +12.9% | +10.2% | +2.7% | +5.8% |
| 1Y | +20.3% | +28.2% | -7.9% | +3.3% |
| 3Y | +160.9% | +134.9% | +26.1% | +55.9% |
| 5Y | +154.8% | +253.6% | -98.8% | +18.5% |
| 10Y | +591.1% | +804.7% | -213.6% | +84.2% |
| All | +11,186.3% | +25,185.5% | -13,999.3% | +537.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling