+1,907.3%
JPM vs PWR
+8,583.6%
-6,676.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +0.3% | +3.6% | -3.3% | -0.7% |
| 30D | -0.2% | -8.6% | +8.4% | +2.0% |
| 3M | +15.9% | -13.2% | +29.0% | +19.1% |
| 6M | +20.9% | +9.9% | +11.0% | +15.9% |
| YTD | +12.9% | +48.0% | -35.2% | -0.6% |
| 1Y | +20.3% | +66.2% | -45.9% | +2.2% |
| 3Y | +160.9% | +195.1% | -34.2% | +83.9% |
| 5Y | +154.8% | +442.6% | -287.7% | +49.3% |
| 10Y | +591.1% | +2,334.2% | -1,743.1% | +170.1% |
| All | +1,907.3% | +8,583.6% | -6,676.3% | +419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling