+72.9%
PBR vs JBL
+20.8%
+52.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.8% | -2.1% | -7.0% |
| 7D | -11.0% | -11.1% | +0.1% | -11.2% |
| 30D | -18.8% | -14.1% | -4.7% | -19.0% |
| 3M | +7.8% | -23.9% | +31.8% | +7.6% |
| 6M | -7.6% | -24.1% | +16.5% | -7.5% |
| YTD | +72.7% | +13.5% | +59.2% | +68.5% |
| 1Y | +72.9% | +23.7% | +49.2% | +69.3% |
| All | +72.9% | +20.8% | +52.2% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling