+1,070.9%
JPM vs PSX
+1,139.4%
-68.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | +4.5% | -4.3% | -1.5% |
| 30D | -0.2% | +26.6% | -26.8% | -9.2% |
| 3M | +15.9% | +39.3% | -23.4% | +0.9% |
| 6M | +20.9% | +56.8% | -35.9% | -0.6% |
| YTD | +12.9% | +101.8% | -88.9% | -16.8% |
| 1Y | +20.3% | +99.6% | -79.3% | -11.4% |
| 3Y | +160.9% | +140.3% | +20.6% | +72.6% |
| 5Y | +154.8% | +339.3% | -184.5% | +22.9% |
| 10Y | +591.1% | +369.9% | +221.2% | +193.5% |
| All | +1,070.9% | +1,139.4% | -68.5% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling