+1,054.7%
JBL vs PRU
+816.1%
+238.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | -8.1% | +3.8% | -11.8% | -9.8% |
| 30D | -18.4% | +9.0% | -27.5% | -22.1% |
| 3M | -25.8% | +2.1% | -27.9% | -26.9% |
| 6M | -29.6% | +25.4% | -55.0% | -37.5% |
| YTD | +9.6% | +13.5% | -3.9% | +1.6% |
| 1Y | +14.1% | +21.3% | -7.3% | +2.3% |
| 3Y | +95.9% | +55.1% | +40.8% | +54.8% |
| 5Y | +298.3% | +43.6% | +254.8% | +224.6% |
| 10Y | +1,150.1% | +99.2% | +1,050.8% | +732.3% |
| All | +1,054.7% | +816.1% | +238.7% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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