-14.9%
PEP vs JBL
+189.2%
-204.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -1.7% | +4.0% | -5.7% | -1.4% |
| 30D | +0.3% | -7.5% | +7.8% | -0.1% |
| 3M | -3.2% | -14.1% | +10.8% | -3.8% |
| 6M | -13.6% | +25.9% | -39.5% | -12.7% |
| YTD | -1.9% | +36.7% | -38.5% | -0.5% |
| 1Y | -0.6% | +49.0% | -49.6% | +1.3% |
| All | -14.9% | +189.2% | -204.1% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling