+1,481.8%
PFE vs JBL
+42,637.0%
-41,155.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.4% |
| 7D | +1.8% | +3.0% | -1.3% | +1.5% |
| 30D | +10.2% | -8.3% | +18.5% | +11.0% |
| 3M | +12.7% | -16.9% | +29.6% | +14.2% |
| 6M | +10.5% | +21.8% | -11.2% | +7.8% |
| YTD | +20.2% | +36.3% | -16.2% | +15.7% |
| 1Y | +24.1% | +49.5% | -25.4% | +18.2% |
| 3Y | -3.6% | +170.6% | -174.2% | -14.6% |
| 5Y | -20.9% | +408.4% | -429.2% | -34.6% |
| 10Y | +35.8% | +1,450.4% | -1,414.5% | -0.8% |
| All | +1,481.8% | +42,637.0% | -41,155.2% | +802.9% |
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 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