+413.7%
JBL vs PPG
-24.1%
+437.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.8% |
| 7D | +2.4% | -6.2% | +8.7% | +6.2% |
| 30D | -13.1% | -7.9% | -5.2% | -9.0% |
| 3M | -15.6% | -10.2% | -5.4% | -11.0% |
| 6M | +24.6% | +2.7% | +21.9% | +21.1% |
| YTD | +39.6% | +4.9% | +34.7% | +32.7% |
| 1Y | +48.6% | -3.2% | +51.8% | +47.7% |
| 3Y | +197.3% | -17.0% | +214.3% | +218.6% |
| All | +413.7% | -24.1% | +437.8% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling