+42,044.7%
JBL vs PEG
+1,903.5%
+40,141.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | -7.5% | -1.7% | -5.7% | -6.8% |
| 3M | -14.1% | -6.8% | -7.3% | -11.8% |
| 6M | +25.9% | -11.4% | +37.2% | +31.6% |
| YTD | +36.7% | -7.2% | +43.9% | +40.2% |
| 1Y | +49.0% | -6.1% | +55.1% | +51.8% |
| 3Y | +191.8% | +31.8% | +160.0% | +156.6% |
| 5Y | +409.8% | +35.6% | +374.2% | +337.8% |
| 10Y | +1,509.2% | +148.7% | +1,360.5% | +984.9% |
| All | +42,044.7% | +1,903.5% | +40,141.2% | +22,567.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling