+149.0%
JPM vs PL
+570.0%
-421.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +1.2% | +5.6% | -4.4% | +0.7% |
| 30D | +2.7% | -16.9% | +19.7% | +3.7% |
| 3M | -4.5% | -38.2% | +33.8% | -1.9% |
| 6M | +14.3% | -63.4% | +77.8% | +20.4% |
| YTD | +8.2% | -27.6% | +35.8% | +6.8% |
| 1Y | +10.0% | +6.6% | +3.5% | +4.7% |
| 3Y | +149.0% | +557.6% | -408.7% | +90.7% |
| All | +149.0% | +570.0% | -421.0% | +90.7% |
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