+35.2%
PFE vs JBL
+1,455.1%
-1,419.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.3% | +4.0% | -8.3% | -4.7% |
| 30D | +2.7% | -7.5% | +10.2% | +3.5% |
| 3M | +10.0% | -14.1% | +24.0% | +11.5% |
| 6M | +7.2% | +25.9% | -18.7% | +2.7% |
| YTD | +17.3% | +36.7% | -19.3% | +10.8% |
| 1Y | +20.3% | +49.0% | -28.7% | +11.8% |
| 3Y | -1.6% | +191.8% | -193.4% | -20.4% |
| 5Y | -21.4% | +409.8% | -431.1% | -44.2% |
| 10Y | +35.2% | +1,509.2% | -1,474.0% | -27.0% |
| All | +35.2% | +1,455.1% | -1,419.9% | -27.0% |
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