+155.3%
JPM vs PWR
+443.9%
-288.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +0.3% | +3.6% | -3.3% | -0.5% |
| 30D | -0.2% | -8.6% | +8.4% | +1.7% |
| 3M | +15.9% | -13.2% | +29.0% | +18.8% |
| 6M | +20.9% | +9.9% | +11.0% | +16.3% |
| YTD | +12.9% | +48.0% | -35.2% | +0.4% |
| 1Y | +20.3% | +66.2% | -45.9% | +3.4% |
| 3Y | +160.9% | +195.1% | -34.2% | +86.3% |
| All | +155.3% | +443.9% | -288.6% | +51.6% |
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