+124.0%
JPM vs PR
+225.0%
-101.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.2% |
| 7D | -0.8% | -16.4% | +15.7% | +2.0% |
| 30D | +1.5% | -1.9% | +3.4% | +1.5% |
| 3M | -5.7% | +8.0% | -13.6% | -7.3% |
| 6M | +7.2% | +4.1% | +3.1% | +5.7% |
| YTD | +5.8% | +58.7% | -52.9% | -3.8% |
| 1Y | +8.8% | +75.8% | -67.1% | -3.0% |
| 3Y | +147.4% | +73.2% | +74.2% | +117.0% |
| All | +124.0% | +225.0% | -101.1% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling