+4.4%
PEP vs JBL
+20.0%
-15.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.0% |
| 7D | +2.9% | +6.3% | -3.4% | +3.7% |
| 30D | +12.5% | -13.5% | +26.0% | +10.9% |
| 3M | +4.5% | -31.3% | +35.9% | +0.9% |
| 6M | -0.5% | -28.4% | +27.9% | -3.1% |
| YTD | +4.4% | +11.6% | -7.2% | +2.1% |
| 1Y | +4.4% | +26.1% | -21.8% | +2.7% |
| All | +4.4% | +20.0% | -15.6% | +2.7% |
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