+1,173.9%
JBL vs PR
+72.8%
+1,101.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.9% | +3.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -17.0% | -4.6% | -12.4% | -16.5% |
| 3M | -27.4% | +4.7% | -32.1% | -27.9% |
| 6M | -29.1% | +12.4% | -41.5% | -30.4% |
| YTD | +13.6% | +62.9% | -49.2% | +5.9% |
| 1Y | +22.8% | +70.6% | -47.8% | +13.7% |
| 3Y | +103.0% | +90.0% | +13.0% | +84.1% |
| 5Y | +307.4% | +255.5% | +51.8% | +234.3% |
| 10Y | +1,173.9% | +78.7% | +1,095.2% | +843.1% |
| All | +1,173.9% | +72.8% | +1,101.1% | +843.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling