+10.9%
JPM vs PR
+73.4%
-62.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +2.7% | -4.6% | +7.3% | +2.3% |
| 3M | -4.7% | +4.7% | -9.4% | -4.7% |
| 6M | +15.6% | +12.4% | +3.1% | +15.9% |
| YTD | +8.6% | +62.9% | -54.2% | +5.0% |
| 1Y | +10.9% | +70.6% | -59.7% | +4.0% |
| All | +10.9% | +73.4% | -62.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling