+48.6%
JBL vs PNR
-47.6%
+96.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | +2.4% | -6.0% | +8.4% | +4.7% |
| 30D | -13.1% | -14.0% | +0.9% | -8.3% |
| 3M | -15.6% | -21.7% | +6.1% | -8.3% |
| 6M | +24.6% | -37.3% | +61.8% | +51.3% |
| YTD | +39.6% | -45.1% | +84.7% | +78.4% |
| 1Y | +48.6% | -49.1% | +97.7% | +106.4% |
| All | +48.6% | -47.6% | +96.2% | +106.4% |
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