+346.8%
JBL vs PL
+28.1%
+318.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.4% | -9.2% | -0.4% |
| 7D | -12.3% | -6.8% | -5.5% | -11.4% |
| 30D | -20.2% | -29.3% | +9.1% | -16.2% |
| 3M | -30.6% | -44.8% | +14.1% | -24.7% |
| 6M | -35.8% | -68.4% | +32.6% | -25.6% |
| YTD | +4.9% | -36.4% | +41.3% | +8.8% |
| 1Y | +11.3% | +0.7% | +10.6% | +7.6% |
| 3Y | +89.1% | +455.3% | -366.2% | +30.7% |
| 5Y | +272.1% | +22.7% | +249.4% | +189.2% |
| All | +346.8% | +28.1% | +318.8% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling