+23.7%
JBL vs PL
-0.6%
+24.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.4% | +1.5% | -3.7% |
| 7D | -11.1% | -11.7% | +0.6% | -9.0% |
| 30D | -14.1% | -27.1% | +13.0% | -9.3% |
| 3M | -23.9% | -44.6% | +20.7% | -15.9% |
| 6M | -24.1% | -67.2% | +43.1% | -10.6% |
| YTD | +13.5% | -35.9% | +49.3% | +22.1% |
| 1Y | +23.7% | -0.4% | +24.1% | +23.3% |
| All | +23.7% | -0.6% | +24.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling