+592.1%
JPM vs PWR
+2,367.8%
-1,775.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | -0.4% | +2.7% | -3.1% | -1.5% |
| 30D | -1.4% | -5.1% | +3.7% | +0.2% |
| 3M | +13.9% | -9.4% | +23.3% | +16.5% |
| 6M | +23.5% | +10.4% | +13.1% | +15.2% |
| YTD | +11.6% | +48.6% | -37.0% | -8.8% |
| 1Y | +21.4% | +68.0% | -46.7% | -6.7% |
| 3Y | +163.4% | +204.7% | -41.3% | +44.7% |
| 5Y | +152.5% | +451.9% | -299.4% | -3.1% |
| 10Y | +592.1% | +2,425.3% | -1,833.2% | +4.5% |
| All | +592.1% | +2,367.8% | -1,775.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling