+75.7%
PEP vs JBL
+1,478.7%
-1,403.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.2% |
| 7D | -1.4% | -1.0% | -0.3% | -1.3% |
| 30D | -0.2% | -15.1% | +14.9% | +1.3% |
| 3M | -4.3% | -14.0% | +9.7% | -3.3% |
| 6M | -13.2% | +20.6% | -33.8% | -16.2% |
| YTD | -1.9% | +32.9% | -34.8% | -6.7% |
| 1Y | -0.3% | +40.5% | -40.9% | -6.2% |
| 3Y | -13.6% | +183.7% | -197.4% | -29.5% |
| 5Y | +3.4% | +388.3% | -385.0% | -26.2% |
| All | +75.7% | +1,478.7% | -1,403.0% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling