+48.8%
PFE vs JBL
+1,148.2%
-1,099.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -1.7% | +6.3% | -8.0% | -2.4% |
| 30D | +0.3% | -13.5% | +13.8% | +1.8% |
| 3M | +9.4% | -31.3% | +40.7% | +13.7% |
| 6M | +14.9% | -28.4% | +43.3% | +18.3% |
| YTD | +23.8% | +11.6% | +12.2% | +19.2% |
| 1Y | +19.5% | +26.1% | -6.6% | +13.0% |
| 3Y | +21.0% | +97.4% | -76.3% | +3.9% |
| 5Y | -23.9% | +301.0% | -324.9% | -44.3% |
| All | +48.8% | +1,148.2% | -1,099.4% | -15.8% |
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