+480.4%
JBL vs PL
+84.9%
+395.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +3.0% | -9.3% | +12.3% | +4.4% |
| 30D | -8.3% | -18.9% | +10.7% | -5.5% |
| 3M | -16.9% | -58.4% | +41.5% | -7.1% |
| 6M | +21.8% | -30.3% | +52.1% | +25.4% |
| YTD | +36.3% | -8.1% | +44.4% | +34.4% |
| 1Y | +49.5% | +180.5% | -131.0% | +23.5% |
| 3Y | +170.6% | +444.1% | -273.5% | +87.4% |
| 5Y | +408.4% | +83.0% | +325.4% | +275.0% |
| All | +480.4% | +84.9% | +395.5% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling