+163.4%
JPM vs POET
+120.8%
+42.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | +0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -2.5% | -10.4% | +7.9% | -2.3% |
| 3M | +14.1% | -29.3% | +43.5% | +14.7% |
| 6M | +25.1% | +6.9% | +18.2% | +21.6% |
| YTD | +12.1% | +25.6% | -13.5% | +8.1% |
| 1Y | +18.8% | +49.2% | -30.3% | +13.2% |
| 3Y | +163.4% | +128.4% | +35.0% | +150.3% |
| All | +163.4% | +120.8% | +42.6% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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