+1,148.2%
JBL vs P
+652.0%
+496.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | +6.3% | +11.6% | -5.3% | +2.4% |
| 30D | -13.5% | -23.7% | +10.2% | -5.6% |
| 3M | -31.3% | -8.0% | -23.4% | -30.3% |
| 6M | -28.4% | +27.9% | -56.3% | -36.0% |
| YTD | +11.6% | +61.2% | -49.6% | -8.6% |
| 1Y | +26.1% | +28.6% | -2.5% | +8.7% |
| 3Y | +97.4% | +200.5% | -103.1% | +17.3% |
| 5Y | +301.0% | +282.9% | +18.1% | +110.3% |
| All | +1,148.2% | +652.0% | +496.2% | +399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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