+153.1%
JPM vs PSX
+157.7%
-4.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +3.5% | +7.8% | -4.3% | +1.7% |
| 30D | +3.3% | -10.9% | +14.1% | +5.8% |
| 3M | -4.2% | +14.5% | -18.7% | -7.8% |
| 6M | +16.4% | +56.1% | -39.7% | +3.0% |
| YTD | +9.5% | +109.6% | -100.1% | -13.2% |
| 1Y | +14.0% | +95.5% | -81.5% | -7.6% |
| 3Y | +153.1% | +156.2% | -3.1% | +88.5% |
| All | +153.1% | +157.7% | -4.6% | +88.5% |
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