+1,612.2%
JBL vs PFG
+1,015.3%
+596.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.3% |
| 7D | +3.0% | +5.5% | -2.5% | +0.2% |
| 30D | -8.3% | +2.4% | -10.6% | -9.4% |
| 3M | -16.9% | +13.6% | -30.5% | -22.5% |
| 6M | +21.8% | +27.9% | -6.1% | +7.2% |
| YTD | +36.3% | +35.6% | +0.8% | +16.5% |
| 1Y | +49.5% | +48.5% | +1.0% | +22.0% |
| 3Y | +170.6% | +66.9% | +103.8% | +106.3% |
| 5Y | +408.4% | +111.0% | +297.4% | +242.0% |
| 10Y | +1,450.4% | +244.5% | +1,205.9% | +690.2% |
| All | +1,612.2% | +1,015.3% | +596.9% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling