+411.3%
JBL vs P
+283.1%
+128.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | 0.0% |
| 7D | +4.4% | +7.8% | -3.4% | +1.8% |
| 30D | -8.4% | +12.3% | -20.8% | -12.5% |
| 3M | -14.2% | +37.1% | -51.3% | -23.4% |
| 6M | +29.6% | +66.1% | -36.5% | +7.6% |
| YTD | +37.1% | +50.9% | -13.9% | +16.5% |
| 1Y | +49.5% | +27.2% | +22.3% | +30.9% |
| 3Y | +192.7% | +158.7% | +34.0% | +86.3% |
| 5Y | +411.3% | +291.1% | +120.2% | +166.4% |
| All | +411.3% | +283.1% | +128.2% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling