+1,525.1%
JBL vs PEG
+148.0%
+1,377.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.2% | +5.1% |
| 7D | +2.4% | -0.9% | +3.3% | +2.9% |
| 30D | -13.1% | -3.7% | -9.4% | -11.4% |
| 3M | -15.6% | -7.3% | -8.3% | -12.5% |
| 6M | +24.6% | -10.5% | +35.0% | +31.3% |
| YTD | +39.6% | -7.5% | +47.1% | +44.3% |
| 1Y | +48.6% | -8.7% | +57.3% | +54.3% |
| 3Y | +197.3% | +31.4% | +165.9% | +148.0% |
| 5Y | +413.0% | +37.8% | +375.2% | +306.0% |
| All | +1,525.1% | +148.0% | +1,377.0% | +887.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling