-2.6%
PEP vs JBL
+52.3%
-54.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.5% |
| 7D | -2.4% | +3.0% | -5.5% | -2.1% |
| 30D | -0.8% | -8.3% | +7.4% | -1.7% |
| 3M | -2.2% | -16.9% | +14.7% | -3.3% |
| 6M | -14.4% | +21.8% | -36.2% | -13.9% |
| YTD | -2.2% | +36.3% | -38.5% | -0.8% |
| 1Y | -2.6% | +49.5% | -52.1% | +0.1% |
| All | -2.6% | +52.3% | -54.9% | +0.1% |
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