+1,168.2%
JPM vs PLUG
-99.2%
+1,267.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.0% | +0.6% |
| 7D | +1.6% | -8.5% | +10.1% | +2.3% |
| 30D | +3.4% | -20.8% | +24.3% | +5.3% |
| 3M | -5.7% | -46.1% | +40.4% | -0.9% |
| 6M | +13.5% | -65.3% | +78.8% | +23.0% |
| YTD | +8.4% | -37.3% | +45.8% | +10.2% |
| 1Y | +9.1% | -54.8% | +63.8% | +13.7% |
| 3Y | +149.5% | -65.0% | +214.5% | +139.6% |
| 5Y | +132.6% | -97.1% | +229.7% | +166.0% |
| 10Y | +480.0% | -16.0% | +496.0% | +316.3% |
| All | +1,168.2% | -99.2% | +1,267.4% | +680.3% |
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