+590.9%
JPM vs PSX
+386.4%
+204.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | -2.5% | +15.6% | -18.1% | -8.1% |
| 3M | +14.1% | +46.5% | -32.3% | -2.9% |
| 6M | +25.1% | +55.0% | -29.9% | +2.8% |
| YTD | +12.1% | +105.3% | -93.2% | -18.8% |
| 1Y | +18.8% | +101.6% | -82.8% | -13.8% |
| 3Y | +163.4% | +134.1% | +29.3% | +73.5% |
| 5Y | +156.5% | +368.7% | -212.1% | +14.5% |
| All | +590.9% | +386.4% | +204.4% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling