+3.2%
PEP vs JBL
+410.1%
-406.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -1.7% | +4.0% | -5.7% | -1.7% |
| 30D | +0.3% | -7.5% | +7.8% | +0.3% |
| 3M | -3.2% | -14.1% | +10.8% | -3.2% |
| 6M | -13.6% | +25.9% | -39.5% | -14.3% |
| YTD | -1.9% | +36.7% | -38.5% | -3.0% |
| 1Y | -0.6% | +49.0% | -49.6% | -2.0% |
| 3Y | -13.6% | +191.8% | -205.4% | -19.6% |
| 5Y | +3.2% | +409.8% | -406.6% | -13.9% |
| All | +3.2% | +410.1% | -406.9% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling