+1,335.5%
JBL vs PRU
+806.6%
+529.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +3.0% | +1.9% | +1.2% | +2.1% |
| 30D | -8.3% | +2.7% | -11.0% | -9.4% |
| 3M | -16.9% | +19.5% | -36.4% | -24.0% |
| 6M | +21.8% | +26.6% | -4.9% | +8.1% |
| YTD | +36.3% | +12.3% | +24.0% | +27.6% |
| 1Y | +49.5% | +18.0% | +31.5% | +36.3% |
| 3Y | +170.6% | +47.0% | +123.6% | +120.5% |
| 5Y | +408.4% | +48.4% | +360.0% | +309.6% |
| 10Y | +1,450.4% | +142.4% | +1,307.9% | +850.1% |
| All | +1,335.5% | +806.6% | +529.0% | +165.3% |
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