+18.8%
JPM vs PSX
+103.3%
-84.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -0.7% | +1.7% | -2.4% | -0.7% |
| 30D | -2.5% | +15.6% | -18.1% | -2.3% |
| 3M | +14.1% | +46.5% | -32.3% | +14.4% |
| 6M | +25.1% | +55.0% | -29.9% | +24.6% |
| YTD | +12.1% | +105.3% | -93.2% | +6.9% |
| 1Y | +18.8% | +101.6% | -82.8% | +12.7% |
| All | +18.8% | +103.3% | -84.4% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling