+155.3%
JPM vs PPL
+39.5%
+115.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | +2.7% | -2.4% | -0.7% |
| 30D | -0.2% | +0.5% | -0.6% | -0.4% |
| 3M | +15.9% | +0.7% | +15.2% | +15.3% |
| 6M | +20.9% | -7.6% | +28.5% | +24.2% |
| YTD | +12.9% | +1.8% | +11.1% | +11.2% |
| 1Y | +20.3% | -0.8% | +21.1% | +19.7% |
| 3Y | +160.9% | +56.9% | +104.1% | +108.0% |
| All | +155.3% | +39.5% | +115.8% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling