+154.6%
JPM vs PSX
+357.6%
-203.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | -2.3% | +1.5% | -3.9% | -2.7% |
| 30D | -2.3% | +15.8% | -18.2% | -6.1% |
| 3M | +14.9% | +43.0% | -28.1% | +4.0% |
| 6M | +23.6% | +61.1% | -37.5% | +7.3% |
| YTD | +11.3% | +104.5% | -93.2% | -10.6% |
| 1Y | +19.9% | +102.5% | -82.6% | -3.8% |
| 3Y | +162.6% | +133.5% | +29.1% | +97.5% |
| 5Y | +154.6% | +367.0% | -212.3% | +44.3% |
| All | +154.6% | +357.6% | -203.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling