+130.8%
JPM vs PWR
+396.6%
-265.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.1% | +0.4% |
| 7D | +0.4% | -4.8% | +5.2% | +0.9% |
| 30D | +2.7% | -16.2% | +18.9% | +5.8% |
| 3M | -3.8% | -11.9% | +8.1% | -2.3% |
| 6M | +14.3% | -20.6% | +34.9% | +18.1% |
| YTD | +8.2% | +40.3% | -32.0% | -3.6% |
| 1Y | +11.0% | +33.0% | -22.1% | +0.1% |
| 3Y | +152.7% | +250.0% | -97.3% | +69.6% |
| 5Y | +130.8% | +404.2% | -273.3% | +39.8% |
| All | +130.8% | +396.6% | -265.8% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling