+177.0%
JBL vs PR
+73.2%
+103.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +3.0% | +2.9% | +0.1% | +2.3% |
| 30D | -8.3% | +18.0% | -26.3% | -12.3% |
| 3M | -16.9% | +16.9% | -33.8% | -20.6% |
| 6M | +21.8% | +28.2% | -6.4% | +11.5% |
| YTD | +36.3% | +69.3% | -33.0% | +13.3% |
| 1Y | +49.5% | +69.5% | -20.0% | +23.7% |
| All | +177.0% | +73.2% | +103.8% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling