+542.7%
PBR vs JBL
+409.3%
+133.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.9% | -1.6% |
| 7D | +5.4% | +2.4% | +2.9% | +4.9% |
| 30D | +22.9% | -13.1% | +36.0% | +25.4% |
| 3M | +19.6% | -15.6% | +35.2% | +22.3% |
| 6M | +16.5% | +24.6% | -8.1% | +10.0% |
| YTD | +86.7% | +39.6% | +47.1% | +71.9% |
| 1Y | +74.7% | +48.6% | +26.1% | +58.0% |
| 3Y | +102.6% | +197.3% | -94.7% | +50.5% |
| All | +542.7% | +409.3% | +133.3% | +287.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling