+303.6%
JBL vs PBF
+419.4%
-115.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.3% |
| 7D | +6.3% | +6.5% | -0.1% | +5.5% |
| 30D | -13.5% | -20.0% | +6.5% | -11.3% |
| 3M | -31.3% | -3.3% | -28.0% | -31.3% |
| 6M | -28.4% | +76.8% | -105.2% | -33.7% |
| YTD | +11.6% | +168.9% | -157.4% | -5.0% |
| 1Y | +26.1% | +96.4% | -70.2% | +12.6% |
| 3Y | +97.4% | +77.2% | +20.2% | +68.4% |
| All | +303.6% | +419.4% | -115.8% | +190.6% |
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