+1,697.9%
PEP vs JBL
+42,637.0%
-40,939.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -1.4% | +3.0% | -4.4% | -1.6% |
| 30D | +0.2% | -8.3% | +8.5% | +0.6% |
| 3M | -1.1% | -16.9% | +15.8% | -0.4% |
| 6M | -13.5% | +21.8% | -35.2% | -14.9% |
| YTD | -1.2% | +36.3% | -37.5% | -3.6% |
| 1Y | -1.6% | +49.5% | -51.1% | -4.6% |
| 3Y | -12.5% | +170.6% | -183.1% | -19.2% |
| 5Y | +3.0% | +408.4% | -405.4% | -9.0% |
| 10Y | +73.9% | +1,450.4% | -1,376.5% | +42.4% |
| All | +1,697.9% | +42,637.0% | -40,939.1% | +1,090.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling