+1,447.0%
JBL vs PBF
+367.4%
+1,079.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | -1.0% | +2.3% | -3.3% | -1.4% |
| 30D | -15.1% | +11.6% | -26.6% | -16.9% |
| 3M | -14.0% | +81.7% | -95.8% | -23.5% |
| 6M | +20.6% | +96.4% | -75.8% | +4.0% |
| YTD | +32.9% | +189.5% | -156.6% | +5.1% |
| 1Y | +40.5% | +180.7% | -140.2% | +10.7% |
| 3Y | +183.7% | +56.6% | +127.1% | +139.5% |
| 5Y | +388.3% | +802.0% | -413.6% | +165.3% |
| All | +1,447.0% | +367.4% | +1,079.6% | +745.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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