+1,801.3%
JBL vs PBF
+303.9%
+1,497.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +3.0% | +4.3% | -1.3% | +2.2% |
| 30D | -8.3% | +22.0% | -30.2% | -11.6% |
| 3M | -16.9% | +74.5% | -91.4% | -25.4% |
| 6M | +21.8% | +67.7% | -45.9% | +8.2% |
| YTD | +36.3% | +179.2% | -142.9% | +9.1% |
| 1Y | +49.5% | +170.0% | -120.5% | +19.1% |
| 3Y | +170.6% | +66.4% | +104.2% | +126.4% |
| 5Y | +408.4% | +764.5% | -356.1% | +185.1% |
| 10Y | +1,450.4% | +358.5% | +1,091.9% | +711.2% |
| All | +1,801.3% | +303.9% | +1,497.4% | +860.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling