+585.7%
JPM vs PM
+217.1%
+368.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | -2.3% | +1.9% | -4.3% | -3.1% |
| 30D | -2.3% | +1.9% | -4.2% | -3.1% |
| 3M | +14.9% | +4.6% | +10.3% | +12.3% |
| 6M | +23.6% | +11.7% | +12.0% | +16.9% |
| YTD | +11.3% | +20.4% | -9.1% | +1.5% |
| 1Y | +19.9% | +19.0% | +0.9% | +9.5% |
| 3Y | +162.6% | +130.4% | +32.2% | +70.0% |
| 5Y | +154.6% | +131.5% | +23.2% | +62.3% |
| All | +585.7% | +217.1% | +368.6% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling