+1,342.1%
JBL vs PR
+152.6%
+1,189.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.8% | +0.9% |
| 7D | -12.3% | -16.4% | +4.1% | -10.3% |
| 30D | -20.2% | -1.9% | -18.3% | -20.0% |
| 3M | -30.6% | +8.0% | -38.6% | -31.4% |
| 6M | -35.8% | +4.1% | -39.9% | -36.3% |
| YTD | +4.9% | +58.7% | -53.8% | -1.8% |
| 1Y | +11.3% | +75.8% | -64.5% | +2.7% |
| 3Y | +89.1% | +73.2% | +15.9% | +73.6% |
| 5Y | +272.1% | +230.1% | +41.9% | +208.4% |
| 10Y | +1,150.2% | +67.4% | +1,082.8% | +832.7% |
| All | +1,342.1% | +152.6% | +1,189.6% | +937.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling