+23.7%
JBL vs PFG
+46.8%
-23.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.1% | -9.0% | -5.7% |
| 7D | -11.1% | +4.9% | -16.0% | -12.1% |
| 30D | -14.1% | +5.7% | -19.7% | -15.2% |
| 3M | -23.9% | +2.6% | -26.5% | -24.4% |
| 6M | -24.1% | +19.8% | -43.9% | -29.9% |
| YTD | +13.5% | +36.3% | -22.8% | -2.1% |
| 1Y | +23.7% | +47.9% | -24.2% | +5.6% |
| All | +23.7% | +46.8% | -23.1% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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