+131.9%
JPM vs PR
+257.5%
-125.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | +2.7% | -4.6% | +7.3% | +3.3% |
| 3M | -4.7% | +4.7% | -9.4% | -5.8% |
| 6M | +15.6% | +12.4% | +3.1% | +12.4% |
| YTD | +8.6% | +62.9% | -54.2% | -1.7% |
| 1Y | +10.9% | +70.6% | -59.7% | -0.6% |
| 3Y | +149.9% | +90.0% | +59.9% | +116.0% |
| 5Y | +131.9% | +255.5% | -123.6% | +71.6% |
| All | +131.9% | +257.5% | -125.5% | +71.6% |
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