+1,525.1%
JBL vs PNC
+279.5%
+1,245.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.7% |
| 7D | +2.4% | -0.6% | +3.0% | +2.7% |
| 30D | -13.1% | -4.4% | -8.7% | -10.7% |
| 3M | -15.6% | +5.2% | -20.8% | -18.3% |
| 6M | +24.6% | +20.6% | +3.9% | +11.0% |
| YTD | +39.6% | +19.8% | +19.8% | +24.7% |
| 1Y | +48.6% | +24.4% | +24.2% | +29.4% |
| 3Y | +197.3% | +131.2% | +66.0% | +74.7% |
| 5Y | +413.0% | +53.1% | +359.9% | +279.4% |
| All | +1,525.1% | +279.5% | +1,245.5% | +596.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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