+49.5%
JBL vs PEG
-7.0%
+56.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | -8.3% | -2.4% | -5.8% | -7.8% |
| 3M | -16.9% | -4.8% | -12.1% | -16.9% |
| 6M | +21.8% | -10.7% | +32.5% | +24.5% |
| YTD | +36.3% | -6.7% | +43.0% | +36.3% |
| 1Y | +49.5% | -6.8% | +56.4% | +46.9% |
| All | +49.5% | -7.0% | +56.5% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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