+1,301.7%
JBL vs PFG
+985.4%
+316.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +6.3% | +2.4% | +4.0% | +5.1% |
| 30D | -13.5% | +5.9% | -19.4% | -16.0% |
| 3M | -31.3% | -0.4% | -30.9% | -31.4% |
| 6M | -28.4% | +14.8% | -43.3% | -33.8% |
| YTD | +11.6% | +31.9% | -20.3% | -3.6% |
| 1Y | +26.1% | +38.8% | -12.7% | +6.3% |
| 3Y | +97.4% | +82.4% | +15.0% | +43.9% |
| 5Y | +301.0% | +94.7% | +206.3% | +180.0% |
| 10Y | +1,151.1% | +187.0% | +964.1% | +592.5% |
| All | +1,301.7% | +985.4% | +316.4% | +188.4% |
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