+42,044.7%
JBL vs PNR
+1,788.6%
+40,256.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.7% |
| 7D | +4.0% | -3.9% | +7.9% | +6.1% |
| 30D | -7.5% | -13.8% | +6.3% | -0.2% |
| 3M | -14.1% | -22.5% | +8.5% | -3.3% |
| 6M | +25.9% | -37.2% | +63.0% | +58.1% |
| YTD | +36.7% | -44.2% | +80.9% | +81.7% |
| 1Y | +49.0% | -46.6% | +95.6% | +102.8% |
| 3Y | +191.8% | -12.5% | +204.3% | +201.3% |
| 5Y | +409.8% | -19.3% | +429.1% | +439.1% |
| 10Y | +1,509.2% | +67.5% | +1,441.8% | +1,045.8% |
| All | +42,044.7% | +1,788.6% | +40,256.1% | +17,494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling