+2,558.4%
PG vs JBL
+41,567.8%
-39,009.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.4% |
| 7D | -2.7% | -1.0% | -1.7% | -2.6% |
| 30D | -1.5% | -15.1% | +13.5% | -0.7% |
| 3M | -3.4% | -14.0% | +10.7% | -2.8% |
| 6M | -7.0% | +20.6% | -27.6% | -8.4% |
| YTD | +2.0% | +32.9% | -30.9% | -0.3% |
| 1Y | -6.5% | +40.5% | -47.0% | -9.0% |
| 3Y | +1.2% | +183.7% | -182.6% | -6.8% |
| 5Y | +12.8% | +388.3% | -375.6% | -0.2% |
| 10Y | +117.7% | +1,464.9% | -1,347.2% | +77.2% |
| All | +2,558.4% | +41,567.8% | -39,009.5% | +1,612.7% |
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