+10.9%
JPM vs PL
+8.6%
+2.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -2.5% | +13.4% | -15.8% | -3.0% |
| 30D | +2.7% | -10.2% | +12.9% | +3.0% |
| 3M | -4.7% | -39.5% | +34.8% | -3.2% |
| 6M | +15.6% | -65.7% | +81.3% | +19.3% |
| YTD | +8.6% | -27.3% | +35.9% | +4.4% |
| 1Y | +10.9% | +15.0% | -4.1% | -0.4% |
| All | +10.9% | +8.6% | +2.3% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling