+216.0%
PH vs JBL
+310.5%
-94.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.6% |
| 7D | +6.9% | +0.1% | +6.8% | +6.7% |
| 30D | +1.7% | -17.0% | +18.7% | +8.7% |
| 3M | -8.1% | -27.4% | +19.2% | +2.7% |
| 6M | +11.5% | -29.1% | +40.6% | +24.3% |
| YTD | +11.4% | +13.6% | -2.3% | +0.8% |
| 1Y | +14.1% | +22.8% | -8.7% | -0.4% |
| 3Y | +138.2% | +103.0% | +35.2% | +56.6% |
| 5Y | +216.0% | +307.4% | -91.4% | +34.7% |
| All | +216.0% | +310.5% | -94.5% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling