+1,408.4%
JBL vs PFGC
+419.1%
+989.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +3.0% | -2.2% | +5.2% | +3.8% |
| 30D | -8.3% | -11.9% | +3.7% | -4.5% |
| 3M | -16.9% | +5.0% | -21.9% | -18.9% |
| 6M | +21.8% | +8.6% | +13.2% | +17.5% |
| YTD | +36.3% | +9.7% | +26.6% | +30.5% |
| 1Y | +49.5% | -6.3% | +55.8% | +50.5% |
| 3Y | +170.6% | +58.2% | +112.4% | +127.2% |
| 5Y | +408.4% | +110.4% | +298.0% | +281.2% |
| 10Y | +1,450.4% | +272.8% | +1,177.6% | +821.9% |
| All | +1,408.4% | +419.1% | +989.3% | +743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling