+388.3%
JBL vs PFG
+108.9%
+279.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.2% |
| 7D | -1.0% | -3.0% | +2.0% | +0.6% |
| 30D | -15.1% | +2.5% | -17.6% | -16.4% |
| 3M | -14.0% | +6.1% | -20.1% | -17.5% |
| 6M | +20.6% | +31.3% | -10.7% | +2.1% |
| YTD | +32.9% | +33.6% | -0.7% | +11.0% |
| 1Y | +40.5% | +48.5% | -8.0% | +10.1% |
| 3Y | +183.7% | +69.6% | +114.1% | +102.1% |
| 5Y | +388.3% | +111.5% | +276.9% | +184.2% |
| All | +388.3% | +108.9% | +279.4% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling