+1,137.3%
JPM vs PLUG
-99.1%
+1,236.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.3% | -1.5% |
| 7D | -0.8% | +5.8% | -6.6% | -1.3% |
| 30D | +1.5% | -18.5% | +20.0% | +3.1% |
| 3M | -5.7% | -30.0% | +24.3% | -3.1% |
| 6M | +7.2% | -56.2% | +63.4% | +13.9% |
| YTD | +5.8% | -26.4% | +32.2% | +6.1% |
| 1Y | +8.8% | -42.2% | +51.0% | +11.1% |
| 3Y | +147.4% | -76.8% | +224.2% | +144.6% |
| 5Y | +125.3% | -96.2% | +221.6% | +151.5% |
| 10Y | +540.5% | +2.1% | +538.4% | +351.5% |
| All | +1,137.3% | -99.1% | +1,236.4% | +651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling