+49.5%
JBL vs PNR
-43.1%
+92.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +3.0% | -2.4% | +5.4% | +3.9% |
| 30D | -8.3% | -12.8% | +4.5% | -3.6% |
| 3M | -16.9% | -17.0% | +0.1% | -11.7% |
| 6M | +21.8% | -37.4% | +59.2% | +48.0% |
| YTD | +36.3% | -41.6% | +77.9% | +69.3% |
| 1Y | +49.5% | -44.6% | +94.1% | +93.9% |
| All | +49.5% | -43.1% | +92.6% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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