+40,884.7%
JBL vs PPG
+1,202.1%
+39,682.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.5% |
| 7D | -1.0% | -5.1% | +4.1% | +2.4% |
| 30D | -15.1% | -9.6% | -5.5% | -9.5% |
| 3M | -14.0% | -6.4% | -7.6% | -11.1% |
| 6M | +20.6% | +0.5% | +20.1% | +18.6% |
| YTD | +32.9% | +4.4% | +28.5% | +26.5% |
| 1Y | +40.5% | -0.9% | +41.4% | +37.6% |
| 3Y | +183.7% | -17.0% | +200.7% | +207.5% |
| 5Y | +388.3% | -23.7% | +412.0% | +444.1% |
| 10Y | +1,464.9% | +25.9% | +1,439.1% | +1,119.3% |
| All | +40,884.7% | +1,202.1% | +39,682.6% | +8,496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling