+23.7%
JBL vs PR
+87.5%
-63.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.5% | +1.7% | -5.0% |
| 7D | -11.1% | -12.1% | +1.0% | -11.6% |
| 30D | -14.1% | +0.9% | -15.0% | -13.5% |
| 3M | -23.9% | +10.1% | -34.1% | -22.8% |
| 6M | -24.1% | +1.1% | -25.2% | -22.9% |
| YTD | +13.5% | +63.7% | -50.2% | +8.4% |
| 1Y | +23.7% | +87.0% | -63.3% | +23.1% |
| All | +23.7% | +87.5% | -63.8% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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