+50.7%
PFE vs JBL
+1,199.1%
-1,148.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +5.2% | -17.0% | +22.2% | +7.2% |
| 3M | +12.2% | -27.4% | +39.6% | +15.9% |
| 6M | +17.8% | -29.1% | +46.9% | +21.4% |
| YTD | +26.2% | +13.6% | +12.6% | +21.2% |
| 1Y | +23.2% | +22.8% | +0.4% | +16.9% |
| 3Y | +21.3% | +103.0% | -81.7% | +3.7% |
| 5Y | -23.1% | +307.4% | -330.5% | -43.8% |
| 10Y | +50.7% | +1,173.9% | -1,123.2% | -14.9% |
| All | +50.7% | +1,199.1% | -1,148.4% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling