+1,372.5%
JPM vs POET
-24.0%
+1,396.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.2% |
| 7D | -2.3% | +3.7% | -6.0% | -2.5% |
| 30D | -2.3% | -11.5% | +9.2% | -2.1% |
| 3M | +14.9% | -30.8% | +45.7% | +15.6% |
| 6M | +23.6% | +8.6% | +15.1% | +20.8% |
| YTD | +11.3% | +20.1% | -8.8% | +8.2% |
| 1Y | +19.9% | +35.7% | -15.8% | +15.5% |
| 3Y | +162.6% | +116.5% | +46.1% | +142.3% |
| 5Y | +154.6% | -8.4% | +163.1% | +137.3% |
| 10Y | +589.9% | +24.6% | +565.3% | +517.0% |
| All | +1,372.5% | -24.0% | +1,396.5% | +1,471.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling