+147.4%
JPM vs PR
+64.2%
+83.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.2% |
| 7D | -0.8% | -16.4% | +15.7% | +2.2% |
| 30D | +1.5% | -1.9% | +3.4% | +1.4% |
| 3M | -5.7% | +8.0% | -13.6% | -7.6% |
| 6M | +7.2% | +4.1% | +3.1% | +5.4% |
| YTD | +5.8% | +58.7% | -52.9% | -6.8% |
| 1Y | +8.8% | +75.8% | -67.1% | -6.9% |
| 3Y | +147.4% | +73.2% | +74.2% | +106.4% |
| All | +147.4% | +64.2% | +83.2% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling