+590.9%
JPM vs PPG
+26.9%
+564.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | -0.7% | -6.2% | +5.6% | +2.9% |
| 30D | -2.5% | -7.9% | +5.5% | +2.0% |
| 3M | +14.1% | -10.2% | +24.4% | +20.2% |
| 6M | +25.1% | +2.7% | +22.4% | +21.1% |
| YTD | +12.1% | +4.9% | +7.2% | +6.6% |
| 1Y | +18.8% | -3.2% | +22.0% | +17.7% |
| 3Y | +163.4% | -17.0% | +180.4% | +178.5% |
| 5Y | +156.5% | -23.3% | +179.9% | +176.2% |
| All | +590.9% | +26.9% | +564.0% | +419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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