+163.4%
JPM vs PL
+40.9%
+122.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +3.5% | +10.0% | -6.5% | +2.8% |
| 30D | +3.3% | -2.3% | +5.5% | +3.2% |
| 3M | -4.2% | -44.2% | +40.0% | -0.7% |
| 6M | +16.4% | -66.1% | +82.5% | +23.8% |
| YTD | +9.5% | -30.0% | +39.5% | +8.6% |
| 1Y | +14.0% | +21.0% | -7.0% | +7.7% |
| 3Y | +153.1% | +516.5% | -363.4% | +96.7% |
| 5Y | +134.9% | +32.0% | +102.9% | +93.7% |
| All | +163.4% | +40.9% | +122.5% | +114.0% |
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