+116.1%
PG vs JBL
+1,558.3%
-1,442.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.0% |
| 30D | +0.8% | -13.1% | +13.9% | +1.9% |
| 3M | -1.3% | -15.6% | +14.2% | -0.3% |
| 6M | -3.8% | +24.6% | -28.4% | -6.5% |
| YTD | +3.6% | +39.6% | -36.0% | -0.5% |
| 1Y | -5.7% | +48.6% | -54.3% | -10.4% |
| 3Y | +1.6% | +197.3% | -195.7% | -13.6% |
| 5Y | +14.6% | +413.0% | -398.4% | -12.6% |
| All | +116.1% | +1,558.3% | -1,442.2% | +33.5% |
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