+16,407.3%
PGR vs JBL
+43,670.5%
-27,263.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.4% | +0.1% |
| 7D | -0.6% | +2.4% | -3.0% | -0.9% |
| 30D | +4.9% | -13.1% | +18.1% | +6.4% |
| 3M | +7.6% | -15.6% | +23.2% | +9.1% |
| 6M | +8.3% | +24.6% | -16.3% | +4.3% |
| YTD | +1.7% | +39.6% | -37.9% | -3.6% |
| 1Y | -6.8% | +48.6% | -55.5% | -12.7% |
| 3Y | +73.4% | +197.3% | -123.8% | +45.9% |
| 5Y | +161.2% | +413.0% | -251.8% | +103.0% |
| 10Y | +819.5% | +1,543.9% | -724.4% | +505.0% |
| All | +16,407.3% | +43,670.5% | -27,263.2% | +9,052.1% |
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