+8.8%
JPM vs PL
-3.5%
+12.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.2% |
| 7D | -0.8% | -6.8% | +6.1% | -0.6% |
| 30D | +1.5% | -29.3% | +30.8% | +2.6% |
| 3M | -5.7% | -44.8% | +39.1% | -3.8% |
| 6M | +7.2% | -68.4% | +75.6% | +11.0% |
| YTD | +5.8% | -36.4% | +42.2% | +2.3% |
| 1Y | +8.8% | +0.7% | +8.1% | -1.3% |
| All | +8.8% | -3.5% | +12.3% | -1.3% |
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