+1,447.0%
JBL vs PFG
+247.4%
+1,199.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.2% |
| 7D | -1.0% | -3.0% | +2.0% | +0.7% |
| 30D | -15.1% | +2.5% | -17.6% | -16.4% |
| 3M | -14.0% | +6.1% | -20.1% | -17.7% |
| 6M | +20.6% | +31.3% | -10.7% | +1.6% |
| YTD | +32.9% | +33.6% | -0.7% | +10.5% |
| 1Y | +40.5% | +48.5% | -8.0% | +9.4% |
| 3Y | +183.7% | +69.6% | +114.1% | +100.2% |
| 5Y | +388.3% | +111.5% | +276.9% | +194.3% |
| All | +1,447.0% | +247.4% | +1,199.6% | +530.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling