+154.5%
JPM vs PL
+28.1%
+126.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.5% |
| 7D | -0.8% | -6.8% | +6.1% | -0.4% |
| 30D | +1.5% | -29.3% | +30.8% | +3.7% |
| 3M | -5.7% | -44.8% | +39.1% | -2.1% |
| 6M | +7.2% | -68.4% | +75.6% | +14.5% |
| YTD | +5.8% | -36.4% | +42.2% | +5.7% |
| 1Y | +8.8% | +0.7% | +8.1% | +4.1% |
| 3Y | +147.4% | +455.3% | -307.9% | +93.8% |
| 5Y | +125.3% | +22.7% | +102.7% | +85.7% |
| All | +154.5% | +28.1% | +126.4% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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