+183.0%
JBL vs PEG
+32.0%
+151.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | -15.1% | -2.8% | -12.3% | -14.2% |
| 3M | -14.0% | -6.9% | -7.1% | -12.1% |
| 6M | +20.6% | -11.4% | +32.0% | +25.7% |
| YTD | +32.9% | -7.4% | +40.3% | +35.7% |
| 1Y | +40.5% | -8.3% | +48.8% | +43.8% |
| All | +183.0% | +32.0% | +151.0% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling