+191.0%
JBL vs PFGC
+61.7%
+129.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +4.0% | -3.7% | +7.7% | +5.5% |
| 30D | -7.5% | -16.0% | +8.5% | -1.5% |
| 3M | -14.1% | -4.1% | -9.9% | -14.0% |
| 6M | +25.9% | +8.7% | +17.2% | +18.5% |
| YTD | +36.7% | +6.4% | +30.3% | +29.1% |
| 1Y | +49.0% | -8.4% | +57.4% | +50.3% |
| All | +191.0% | +61.7% | +129.3% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling