+1,134.9%
JBL vs PFGC
+485.1%
+649.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | +6.3% | +3.4% | +2.9% | +5.2% |
| 30D | -13.5% | +16.9% | -30.4% | -18.5% |
| 3M | -31.3% | +6.4% | -37.7% | -33.3% |
| 6M | -28.4% | +16.0% | -44.4% | -33.0% |
| YTD | +11.6% | +23.6% | -12.0% | +1.9% |
| 1Y | +26.1% | +16.6% | +9.5% | +17.4% |
| 3Y | +97.4% | +82.3% | +15.1% | +57.0% |
| 5Y | +301.0% | +138.7% | +162.3% | +187.3% |
| 10Y | +1,151.1% | +352.8% | +798.3% | +599.3% |
| All | +1,134.9% | +485.1% | +649.8% | +558.5% |
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