+161.4%
JPM vs PNR
-14.2%
+175.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.1% |
| 7D | -2.3% | -5.5% | +3.1% | -0.7% |
| 30D | -2.3% | -15.6% | +13.2% | +2.6% |
| 3M | +14.9% | -20.2% | +35.1% | +21.6% |
| 6M | +23.6% | -36.6% | +60.2% | +41.2% |
| YTD | +11.3% | -45.0% | +56.3% | +32.9% |
| 1Y | +19.9% | -47.4% | +67.3% | +45.6% |
| All | +161.4% | -14.2% | +175.7% | +175.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling