+10.0%
JPM vs PLUG
-48.8%
+58.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.2% | +2.1% |
| 7D | +0.4% | +14.5% | -14.1% | -0.2% |
| 30D | +2.7% | -10.7% | +13.4% | +3.2% |
| 3M | -3.8% | -31.2% | +27.4% | -2.3% |
| 6M | +14.3% | -51.9% | +66.2% | +17.2% |
| YTD | +8.2% | -23.9% | +32.1% | +4.7% |
| All | +10.0% | -48.8% | +58.8% | +8.5% |
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