+1,424.8%
JBL vs PR
+107.1%
+1,317.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +3.0% | +2.9% | +0.1% | +2.6% |
| 30D | -8.3% | +18.0% | -26.3% | -10.2% |
| 3M | -16.9% | +16.9% | -33.8% | -18.8% |
| 6M | +21.8% | +28.2% | -6.4% | +17.2% |
| YTD | +36.3% | +69.3% | -33.0% | +26.5% |
| 1Y | +49.5% | +69.5% | -20.0% | +38.5% |
| 3Y | +170.6% | +81.7% | +88.9% | +146.5% |
| 5Y | +408.4% | +422.2% | -13.9% | +300.3% |
| All | +1,424.8% | +107.1% | +1,317.6% | +1,061.4% |
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