+481.0%
JPM vs PM
+254.9%
+226.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.5% | -7.1% | +4.6% | +0.3% |
| 30D | +2.7% | -2.8% | +5.5% | +3.8% |
| 3M | -4.7% | +6.3% | -11.0% | -7.2% |
| 6M | +15.6% | +9.6% | +5.9% | +10.5% |
| YTD | +8.6% | +25.6% | -17.0% | -2.8% |
| 1Y | +10.9% | +29.7% | -18.8% | -2.3% |
| 3Y | +149.9% | +147.6% | +2.4% | +55.3% |
| 5Y | +131.9% | +160.1% | -28.2% | +38.5% |
| 10Y | +481.0% | +260.9% | +220.1% | +230.1% |
| All | +481.0% | +254.9% | +226.1% | +230.1% |
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