+1,758.4%
PEP vs JBL
+35,672.7%
-33,914.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | +10.0% | -10.3% | -0.8% |
| 30D | +11.8% | -18.2% | +30.0% | +12.9% |
| 3M | +3.7% | -29.0% | +32.7% | +5.4% |
| 6M | -4.3% | -25.9% | +21.5% | -3.2% |
| YTD | +2.1% | +14.1% | -12.0% | +0.5% |
| 1Y | +2.5% | +21.7% | -19.1% | +0.4% |
| 3Y | -5.0% | +103.8% | -108.9% | -10.9% |
| 5Y | +2.9% | +310.0% | -307.1% | -8.2% |
| 10Y | +87.9% | +1,179.2% | -1,091.3% | +55.2% |
| All | +1,758.4% | +35,672.7% | -33,914.3% | +1,139.9% |
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 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