+18,822.3%
PH vs JBL
+35,672.7%
-16,850.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +7.4% | +10.0% | -2.6% | +5.3% |
| 30D | +0.5% | -18.2% | +18.7% | +4.5% |
| 3M | -10.2% | -29.0% | +18.7% | -4.2% |
| 6M | +8.9% | -25.9% | +34.8% | +14.6% |
| YTD | +9.7% | +14.1% | -4.4% | +5.3% |
| 1Y | +12.8% | +21.7% | -8.8% | +6.8% |
| 3Y | +134.6% | +103.8% | +30.7% | +97.3% |
| 5Y | +204.5% | +310.0% | -105.5% | +122.4% |
| 10Y | +697.5% | +1,179.2% | -481.7% | +376.5% |
| All | +18,822.3% | +35,672.7% | -16,850.4% | +8,264.6% |
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