+11,062.6%
JPM vs PPG
+2,625.9%
+8,436.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +1.8% |
| 7D | -0.4% | -3.7% | +3.3% | +1.9% |
| 30D | -1.4% | -7.2% | +5.8% | +3.1% |
| 3M | +13.9% | -7.3% | +21.3% | +18.3% |
| 6M | +23.5% | +0.3% | +23.3% | +21.0% |
| YTD | +11.6% | +6.5% | +5.1% | +4.7% |
| 1Y | +21.4% | +0.5% | +20.8% | +17.3% |
| 3Y | +163.4% | -15.3% | +178.7% | +175.1% |
| 5Y | +152.5% | -22.9% | +175.4% | +170.0% |
| 10Y | +592.1% | +28.4% | +563.7% | +415.4% |
| All | +11,062.6% | +2,625.9% | +8,436.7% | +1,778.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling