+618.2%
JPM vs PR
+147.8%
+470.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.7% | -3.7% |
| 7D | -1.8% | -16.5% | +14.7% | 0.0% |
| 30D | +1.8% | -4.5% | +6.3% | +2.2% |
| 3M | -5.6% | +8.5% | -14.2% | -6.7% |
| 6M | +10.1% | -3.3% | +13.4% | +9.9% |
| YTD | +6.7% | +55.7% | -49.0% | +0.9% |
| 1Y | +10.3% | +82.0% | -71.7% | +2.5% |
| 3Y | +151.4% | +62.5% | +88.9% | +134.2% |
| 5Y | +127.3% | +223.9% | -96.7% | +92.0% |
| 10Y | +546.0% | +64.2% | +481.8% | +422.5% |
| All | +618.2% | +147.8% | +470.4% | +480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling