-0.3%
PEP vs JBL
+44.8%
-45.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | -0.3% |
| 7D | -1.4% | -1.0% | -0.3% | -1.5% |
| 30D | -0.2% | -15.1% | +14.9% | -1.9% |
| 3M | -4.3% | -14.0% | +9.7% | -5.4% |
| 6M | -13.2% | +20.6% | -33.8% | -12.8% |
| YTD | -1.9% | +32.9% | -34.8% | -0.6% |
| 1Y | -0.3% | +40.5% | -40.9% | +2.4% |
| All | -0.3% | +44.8% | -45.1% | +2.4% |
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 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