+506.0%
JPM vs PLUG
+25.0%
+481.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.2% | +2.0% |
| 7D | +0.4% | +14.5% | -14.1% | -0.5% |
| 30D | +2.7% | -10.7% | +13.4% | +3.4% |
| 3M | -3.8% | -31.2% | +27.4% | -1.8% |
| 6M | +14.3% | -51.9% | +66.2% | +18.8% |
| YTD | +8.2% | -23.9% | +32.1% | +8.1% |
| 1Y | +11.0% | -43.4% | +54.4% | +12.8% |
| 3Y | +152.7% | -74.7% | +227.4% | +150.4% |
| 5Y | +130.8% | -96.3% | +227.1% | +159.0% |
| 10Y | +506.0% | +20.0% | +486.0% | +400.6% |
| All | +506.0% | +25.0% | +481.0% | +400.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling