+1,257.5%
JPM vs PM
+809.8%
+447.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +3.6% |
| 7D | +0.4% | -7.3% | +7.7% | +4.6% |
| 30D | +2.7% | -4.0% | +6.7% | +4.9% |
| 3M | -3.8% | +2.7% | -6.6% | -5.7% |
| 6M | +14.3% | +14.9% | -0.5% | +4.2% |
| YTD | +8.2% | +23.5% | -15.3% | -6.8% |
| 1Y | +11.0% | +30.4% | -19.4% | -7.6% |
| 3Y | +152.7% | +143.2% | +9.4% | +36.2% |
| 5Y | +130.8% | +159.5% | -28.7% | +16.8% |
| 10Y | +506.0% | +234.7% | +271.3% | +137.0% |
| All | +1,257.5% | +809.8% | +447.7% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling