+1,509.2%
JBL vs P
+694.3%
+815.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.1% |
| 7D | +4.0% | +5.0% | -1.0% | +2.2% |
| 30D | -7.5% | -0.9% | -6.5% | -7.7% |
| 3M | -14.1% | +38.7% | -52.7% | -23.7% |
| 6M | +25.9% | +54.4% | -28.5% | +6.5% |
| YTD | +36.7% | +44.8% | -8.2% | +17.3% |
| 1Y | +49.0% | +22.5% | +26.5% | +31.9% |
| 3Y | +191.8% | +148.2% | +43.5% | +87.6% |
| 5Y | +409.8% | +268.9% | +140.9% | +174.4% |
| 10Y | +1,509.2% | +696.9% | +812.3% | +548.4% |
| All | +1,509.2% | +694.3% | +815.0% | +548.4% |
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