+1,220.1%
JPM vs PLUG
-98.6%
+1,318.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -0.2% | +3.3% | -3.5% | -0.6% |
| 3M | +15.9% | -39.7% | +55.6% | +20.5% |
| 6M | +20.9% | -12.5% | +33.4% | +20.7% |
| YTD | +12.9% | +10.2% | +2.7% | +9.6% |
| 1Y | +20.3% | +50.7% | -30.4% | +11.5% |
| 3Y | +160.9% | -74.5% | +235.4% | +156.3% |
| 5Y | +154.8% | -91.8% | +246.6% | +164.6% |
| 10Y | +591.1% | +43.7% | +547.4% | +373.5% |
| All | +1,220.1% | -98.6% | +1,318.7% | +676.1% |
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