+137.1%
PH vs JBL
+181.3%
-44.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.7% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | -11.8% | -15.1% | +3.3% | -7.3% |
| 3M | +6.9% | -14.0% | +21.0% | +11.2% |
| 6M | -1.3% | +20.6% | -21.9% | -9.2% |
| YTD | +7.0% | +32.9% | -25.9% | -5.4% |
| 1Y | +23.1% | +40.5% | -17.4% | +5.8% |
| All | +137.1% | +181.3% | -44.1% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling