+2,219.6%
JBL vs PSLV
+108.9%
+2,110.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.6% | -2.0% |
| 7D | -1.0% | -4.9% | +3.9% | -0.3% |
| 30D | -15.1% | -1.9% | -13.2% | -14.9% |
| 3M | -14.0% | +4.2% | -18.2% | -14.8% |
| 6M | +20.6% | -27.6% | +48.2% | +25.6% |
| YTD | +32.9% | -11.7% | +44.6% | +32.7% |
| 1Y | +40.5% | +49.3% | -8.8% | +30.4% |
| 3Y | +183.7% | +167.1% | +16.6% | +142.2% |
| 5Y | +388.3% | +151.7% | +236.7% | +316.4% |
| 10Y | +1,464.9% | +187.0% | +1,278.0% | +1,184.5% |
| All | +2,219.6% | +108.9% | +2,110.7% | +1,726.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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