+1,776.1%
PEP vs JBL
+34,277.3%
-32,501.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +4.6% | -8.1% | +12.7% | +5.1% |
| 30D | +14.0% | -18.4% | +32.4% | +15.1% |
| 3M | +5.4% | -25.8% | +31.2% | +6.9% |
| 6M | -5.1% | -29.6% | +24.5% | -3.8% |
| YTD | +3.1% | +9.6% | -6.5% | +1.6% |
| 1Y | +4.8% | +14.1% | -9.3% | +3.0% |
| 3Y | -4.1% | +95.9% | -100.0% | -9.8% |
| 5Y | +3.0% | +298.3% | -295.4% | -8.0% |
| 10Y | +89.6% | +1,150.1% | -1,060.5% | +56.8% |
| All | +1,776.1% | +34,277.3% | -32,501.3% | +1,154.5% |
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