+48.6%
JBL vs PBF
+184.8%
-136.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.5% | +5.1% |
| 7D | +2.4% | +5.3% | -2.9% | +2.5% |
| 30D | -13.1% | +11.7% | -24.8% | -12.9% |
| 3M | -15.6% | +91.1% | -106.7% | -12.8% |
| 6M | +24.6% | +88.4% | -63.9% | +27.2% |
| YTD | +39.6% | +194.1% | -154.5% | +37.1% |
| 1Y | +48.6% | +180.4% | -131.8% | +48.6% |
| All | +48.6% | +184.8% | -136.2% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling