+479.1%
JPM vs PR
+65.1%
+414.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +1.2% | -9.5% | +10.7% | +2.2% |
| 30D | +2.7% | -5.7% | +8.4% | +3.2% |
| 3M | -4.5% | +3.0% | -7.4% | -5.0% |
| 6M | +14.3% | +11.8% | +2.5% | +12.4% |
| YTD | +8.2% | +58.5% | -50.3% | +2.1% |
| 1Y | +10.0% | +69.9% | -59.9% | +2.9% |
| 3Y | +149.0% | +84.9% | +64.0% | +128.7% |
| 5Y | +131.0% | +246.4% | -115.4% | +93.6% |
| 10Y | +479.1% | +70.3% | +408.8% | +372.5% |
| All | +479.1% | +65.1% | +414.0% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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