+163.8%
JPM vs PL
+454.1%
-290.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | +0.3% | -9.3% | +9.6% | +0.9% |
| 30D | -0.2% | -18.9% | +18.8% | +1.1% |
| 3M | +15.9% | -58.4% | +74.3% | +21.9% |
| 6M | +20.9% | -30.3% | +51.3% | +21.2% |
| YTD | +12.9% | -8.1% | +21.0% | +10.1% |
| 1Y | +20.3% | +180.5% | -160.2% | +5.7% |
| All | +163.8% | +454.1% | -290.3% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling