+18,913.4%
PH vs JBL
+42,637.0%
-23,723.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -3.1% | +3.0% | -6.1% | -3.6% |
| 30D | -3.2% | -8.3% | +5.0% | -1.7% |
| 3M | +10.6% | -16.9% | +27.5% | +14.2% |
| 6M | -2.1% | +21.8% | -23.9% | -6.7% |
| YTD | +10.2% | +36.3% | -26.1% | +2.4% |
| 1Y | +28.2% | +49.5% | -21.3% | +16.4% |
| 3Y | +134.9% | +170.6% | -35.7% | +86.6% |
| 5Y | +253.6% | +408.4% | -154.7% | +147.9% |
| 10Y | +804.7% | +1,450.4% | -645.7% | +421.7% |
| All | +18,913.4% | +42,637.0% | -23,723.7% | +8,033.6% |
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