-22.2%
PFE vs JBL
+405.9%
-428.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -2.7% | +4.4% | -7.1% | -2.9% |
| 30D | +3.8% | -8.4% | +12.3% | +4.2% |
| 3M | +10.4% | -14.2% | +24.5% | +11.0% |
| 6M | +6.3% | +29.6% | -23.3% | +3.9% |
| YTD | +17.4% | +37.1% | -19.7% | +14.1% |
| 1Y | +21.1% | +49.5% | -28.4% | +16.9% |
| 3Y | -1.6% | +192.7% | -194.3% | -11.9% |
| 5Y | -22.2% | +411.3% | -433.5% | -36.8% |
| All | -22.2% | +405.9% | -428.0% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling