+162.3%
JPM vs PSX
+134.3%
+28.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -0.4% | +1.8% | -2.3% | -0.9% |
| 30D | -1.4% | +21.6% | -23.1% | -6.1% |
| 3M | +13.9% | +46.5% | -32.5% | +3.2% |
| 6M | +23.5% | +62.0% | -38.5% | +7.8% |
| YTD | +11.6% | +106.3% | -94.7% | -10.5% |
| 1Y | +21.4% | +103.0% | -81.6% | -2.7% |
| All | +162.3% | +134.3% | +28.0% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling