+409.8%
JBL vs PBF
+817.4%
-407.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +4.0% | +1.4% | +2.6% | +3.8% |
| 30D | -7.5% | +15.8% | -23.3% | -9.1% |
| 3M | -14.1% | +90.3% | -104.3% | -20.6% |
| 6M | +25.9% | +102.8% | -76.9% | +13.6% |
| YTD | +36.7% | +187.3% | -150.7% | +16.0% |
| 1Y | +49.0% | +161.8% | -112.8% | +27.3% |
| 3Y | +191.8% | +55.5% | +136.3% | +154.9% |
| 5Y | +409.8% | +801.9% | -392.1% | +238.6% |
| All | +409.8% | +817.4% | -407.6% | +238.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling