+388.3%
JBL vs PEG
+35.4%
+352.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.9% |
| 6M | +20.6% | -11.4% | +32.0% | +25.8% |
| YTD | +32.9% | -7.4% | +40.3% | +36.0% |
| 1Y | +40.5% | -8.3% | +48.8% | +44.1% |
| 3Y | +183.7% | +31.5% | +152.2% | +154.7% |
| 5Y | +388.3% | +38.0% | +350.4% | +333.0% |
| All | +388.3% | +35.4% | +352.9% | +333.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling