+590.9%
JPM vs PNR
+66.2%
+524.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -0.7% | -6.0% | +5.4% | +2.4% |
| 30D | -2.5% | -14.0% | +11.5% | +4.8% |
| 3M | +14.1% | -21.7% | +35.8% | +26.6% |
| 6M | +25.1% | -37.3% | +62.4% | +54.6% |
| YTD | +12.1% | -45.1% | +57.3% | +47.3% |
| 1Y | +18.8% | -49.1% | +67.9% | +62.3% |
| 3Y | +163.4% | -14.8% | +178.3% | +163.7% |
| 5Y | +156.5% | -21.0% | +177.6% | +161.4% |
| All | +590.9% | +66.2% | +524.7% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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