+10.0%
JPM vs PLUG
-53.2%
+63.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | +0.4% |
| 7D | +1.2% | -2.8% | +4.0% | +1.3% |
| 30D | +2.7% | -18.5% | +21.2% | +3.7% |
| 3M | -4.5% | -35.1% | +30.6% | -2.6% |
| 6M | +14.3% | -56.1% | +70.4% | +17.7% |
| YTD | +8.2% | -30.5% | +38.7% | +5.2% |
| 1Y | +10.0% | -46.5% | +56.5% | +9.0% |
| All | +10.0% | -53.2% | +63.3% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling