+171.5%
JPM vs PL
+84.9%
+86.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | +15.9% | -58.4% | +74.3% | +22.2% |
| 6M | +20.9% | -30.3% | +51.3% | +21.4% |
| YTD | +12.9% | -8.1% | +21.0% | +10.3% |
| 1Y | +20.3% | +180.5% | -160.2% | +5.9% |
| 3Y | +160.9% | +444.1% | -283.2% | +105.5% |
| 5Y | +154.8% | +83.0% | +71.8% | +102.8% |
| All | +171.5% | +84.9% | +86.6% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling